Shenzhen Stock Exchange New Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:19.65% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0385 | 13.28 | |
| 0.0676 | 18.56 | |
| 0.9228 | 210.29 | |
| 0.2021 | 3.48 |
Estimation Period:
Feb 16, 2006 to Feb 13, 2026
Feb 16, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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