Shenzhen Stock Exchange A Share Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:19.62% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 11.63 | |
| 0.0732 | 22.24 | |
| 0.9167 | 257.51 | |
| 0.3255 | 7.34 |
Estimation Period:
Oct 5, 1992 to Feb 13, 2026
Oct 5, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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