Shenzhen Stock Exchange Component Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:20.72% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0270 | 15.75 | |
| 0.1580 | 19.86 | |
| 0.9812 | 661.20 | |
| -0.0171 | -3.20 |
Estimation Period:
Dec 1, 2005 to Feb 13, 2026
Dec 1, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices