Shenzhen Stock Exchange New Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
28.18%
decreased by 0.65%
1 Week
28.37%
decreased by 0.46%
1 Month
29.07%
increased by 0.24%
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 | |
|---|---|---|
| 0.0237 | 14.63 | |
| 0.1469 | 13.74 | |
| 0.9852 | 757.28 | |
| -0.0178 | -2.07 |
Estimation Period:
Feb 16, 2006 to Apr 30, 2026
Feb 16, 2006 to Apr 30, 2026
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