Shenzhen Stock Exchange B Share Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.04% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0507 | 18.34 | |
| 0.1168 | 30.28 | |
| 0.8752 | 237.82 | |
| 0.0533 | 1.84 |
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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