Shenzhen Stock Exchange New Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
26.26%
decreased by 0.75%
1 Week
26.40%
decreased by 0.61%
1 Month
26.93%
decreased by 0.08%
Analysis last updated: Friday, June 12, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0393 | 13.37 | |
| 0.0679 | 18.65 | |
| 0.9220 | 209.08 | |
| 0.2135 | 3.69 |
Estimation Period:
Feb 16, 2006 to Apr 30, 2026
Feb 16, 2006 to Apr 30, 2026
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