Shenzhen Stock Exchange Component Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.74% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0643 | 15.88 | |
| 0.0949 | 27.60 | |
| 0.8851 | 215.45 | |
| 0.2486 | 5.52 |
Estimation Period:
Dec 1, 2005 to Dec 31, 2025
Dec 1, 2005 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices