Shenzhen Stock Exchange Composite Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:20.33% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0566 | 13.85 | |
| 0.0961 | 27.02 | |
| 0.8931 | 240.07 | |
| 0.3301 | 8.03 |
Estimation Period:
Apr 3, 1991 to Feb 13, 2026
Apr 3, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices