Shenzhen Stock Exchange Component Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.15% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0502 | 13.09 | |
| 0.0745 | 21.66 | |
| 0.9097 | 222.36 |
Estimation Period:
Dec 1, 2005 to Dec 31, 2025
Dec 1, 2005 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices