Shenzhen Stock Exchange A Share Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 16th, 2026
1 Day
27.85%
increased by 2.22%
1 Week
27.94%
increased by 2.31%
1 Month
28.28%
increased by 2.65%
Analysis last updated: Monday, June 15, 2026 at 08:14 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0361 | 14.65 | |
| 0.0560 | 13.16 | |
| 0.9241 | 258.99 | |
| 0.0229 | 4.00 |
Estimation Period:
Oct 5, 1992 to Jun 12, 2026
Oct 5, 1992 to Jun 12, 2026
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