Shenzhen Stock Exchange B Share Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:13.21% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0503 | 18.28 | |
| 0.1166 | 30.30 | |
| 0.8755 | 238.56 | |
| 0.0527 | 1.82 |
Estimation Period:
Oct 5, 1992 to Feb 13, 2026
Oct 5, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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