Shenzhen Stock Exchange Composite Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.34% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0614 | 21.44 | |
| 0.0875 | 25.85 | |
| 0.9014 | 253.77 |
Estimation Period:
Apr 3, 1991 to Dec 31, 2025
Apr 3, 1991 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices