Shenzhen Stock Exchange New Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.82% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0387 | 13.30 | |
| 0.0678 | 18.52 | |
| 0.9225 | 209.19 | |
| 0.1975 | 3.38 |
Estimation Period:
Feb 16, 2006 to Dec 31, 2025
Feb 16, 2006 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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