Shenzhen Stock Exchange B Share Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:12.46% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0449 | 19.60 | |
| 0.1992 | 24.75 | |
| 0.9758 | 604.98 | |
| 0.0080 | 1.45 |
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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