Shenzhen Stock Exchange A Share Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.44% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 14.77 | |
| 0.1252 | 17.19 | |
| 0.9904 | 1,114.02 | |
| -0.0144 | -3.16 |
Estimation Period:
Oct 5, 1992 to Feb 6, 2026
Oct 5, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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