Shenzhen Stock Exchange A Share Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
27.74%
decreased by 0.41%
1 Week
27.99%
decreased by 0.16%
1 Month
28.99%
increased by 0.84%
Analysis last updated: Friday, June 12, 2026 at 08:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 14.85 | |
| 0.1250 | 17.26 | |
| 0.9903 | 1,115.24 | |
| -0.0147 | -3.24 |
Estimation Period:
Oct 5, 1992 to Jun 12, 2026
Oct 5, 1992 to Jun 12, 2026
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