Shenzhen Stock Exchange New Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:19.54% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 14.40 | |
| 0.1467 | 13.65 | |
| 0.9855 | 758.67 | |
| -0.0171 | -1.99 |
Estimation Period:
Feb 16, 2006 to Feb 13, 2026
Feb 16, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices