Shenzhen Stock Exchange Component Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.31% (+0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0271 | 15.69 | |
| 0.1584 | 19.84 | |
| 0.9812 | 658.52 | |
| -0.0167 | -3.13 |
Estimation Period:
Dec 1, 2005 to Dec 31, 2025
Dec 1, 2005 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices