Shenzhen Stock Exchange Composite Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
28.27%
decreased by 1.16%
1 Week
28.55%
decreased by 0.88%
1 Month
29.59%
increased by 0.16%
Analysis last updated: Friday, June 12, 2026 at 10:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0569 | 13.82 | |
| 0.0961 | 27.04 | |
| 0.8928 | 239.34 | |
| 0.3345 | 8.14 |
Estimation Period:
Apr 3, 1991 to Apr 30, 2026
Apr 3, 1991 to Apr 30, 2026
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