Shenzhen Stock Exchange New Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.76% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0361 | 12.28 | |
| 0.0615 | 17.60 | |
| 0.9295 | 222.85 |
Estimation Period:
Feb 16, 2006 to Dec 31, 2025
Feb 16, 2006 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices