Shenzhen Stock Exchange Component Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
24.11%
decreased by 1.22%
1 Week
24.22%
decreased by 1.11%
1 Month
24.60%
decreased by 0.73%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2286 | 5.66 | |
| 0.0676 | 29.70 | |
| 0.9892 | 549.56 | |
| 5.8508 | 7.23 |
Estimation Period:
Dec 1, 2005 to Apr 30, 2026
Dec 1, 2005 to Apr 30, 2026
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