We study the dynamical response of a system to a sudden change of the tuning parameter $lambda$ starting (or ending) at the quantum critical point. In particular we analyze the scaling of the excitation probability, number of excited quasiparticles, heat and entropy with the quench amplitude and the system size. We extend the analysis to quenches with arbitrary power law dependence on time of the tuning parameter, showing a close connection between the scaling behavior of these quantities with the singularities of the adiabatic susceptibilities of order $m$ at the quantum critical point, where $m$ is related to the power of the quench. Precisely for sudden quenches the relevant susceptibility of the second order coincides with the fidelity susceptibility. We discuss the generalization of the scaling laws to the finite temperature quenches and show that the statistics of the low-energy excitations becomes important. We illustrate the relevance of those results for cold atoms experiments.
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