Shenzhen Stock Exchange B Share Index MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
11.86%
decreased by 1.13%
1 Week
12.70%
decreased by 0.29%
1 Month
14.09%
increased by 1.10%
Analysis last updated: Wednesday, June 10, 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 | |
|---|---|---|
| 91 | ||
| 0.1766 | 21.01 | |
| 0.6178 | 65.02 | |
| 0.0788 | 7.64 | |
| 0.0125 | 3.73 | |
| 0.0592 | 6.00 | |
| 0.9366 | 84.91 |
Estimation Period:
Oct 5, 1992 to Jun 5, 2026
Oct 5, 1992 to Jun 5, 2026
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