Shenzhen Stock Exchange A Share Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.77% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0361 | 11.64 | |
| 0.0733 | 22.22 | |
| 0.9167 | 256.99 | |
| 0.3253 | 7.33 |
Estimation Period:
Oct 5, 1992 to Feb 6, 2026
Oct 5, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices