Shenzhen Stock Exchange Component Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:20.49% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0500 | 13.13 | |
| 0.0741 | 21.68 | |
| 0.9101 | 223.72 |
Estimation Period:
Dec 1, 2005 to Feb 13, 2026
Dec 1, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices