Shenzhen Stock Exchange A Share Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:19.80% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0200 | 14.77 | |
| 0.1251 | 17.20 | |
| 0.9904 | 1,115.30 | |
| -0.0145 | -3.17 |
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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