Shenzhen Stock Exchange Composite Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.24% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0449 | 22.59 | |
| 0.2118 | 23.48 | |
| 0.9754 | 721.42 | |
| -0.0159 | -2.40 |
Estimation Period:
Apr 3, 1991 to Dec 31, 2025
Apr 3, 1991 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices