Shenzhen Stock Exchange Component Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
30.78%
decreased by 1.02%
1 Week
30.85%
decreased by 0.95%
1 Month
31.08%
decreased by 0.72%
Analysis last updated: Friday, June 12, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0271 | 15.96 | |
| 0.1576 | 19.94 | |
| 0.9811 | 662.90 | |
| -0.0177 | -3.33 |
Estimation Period:
Dec 1, 2005 to Apr 30, 2026
Dec 1, 2005 to Apr 30, 2026
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