Shenzhen Stock Exchange Component Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
21.50%
decreased by 1.16%
1 Week
22.65%
decreased by 0.01%
1 Month
24.16%
increased by 1.50%
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 | |
|---|---|---|
| 31 | ||
| 0.0570 | 5.24 | |
| 0.6121 | 33.76 | |
| 0.1611 | 11.01 | |
| 0.1011 | 1.40 | |
| 0.1567 | 1.47 | |
| 0.8095 | 6.21 |
Estimation Period:
Dec 1, 2005 to Apr 30, 2026
Dec 1, 2005 to Apr 30, 2026
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