Shenzhen Stock Exchange B Share Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.80% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0431 | 16.96 | |
| 0.1054 | 29.22 | |
| 0.8878 | 253.07 |
Estimation Period:
Oct 5, 1992 to Feb 6, 2026
Oct 5, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices