Shenzhen Stock Exchange New Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.07% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 14.39 | |
| 0.1473 | 13.60 | |
| 0.9854 | 751.09 | |
| -0.0169 | -1.95 |
Estimation Period:
Feb 16, 2006 to Dec 31, 2025
Feb 16, 2006 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices