Shenzhen Stock Exchange B Share Index AGARCH Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
14.74%
decreased by 0.41%
1 Week
15.44%
increased by 0.29%
1 Month
17.85%
increased by 2.70%
Analysis last updated: Wednesday, June 17, 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 | |
|---|---|---|
| 0.0487 | 18.19 | |
| 0.1148 | 30.45 | |
| 0.8775 | 243.54 | |
| 0.0467 | 1.63 |
Estimation Period:
Oct 5, 1992 to Jun 12, 2026
Oct 5, 1992 to Jun 12, 2026
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