Shanghai Stock Exchange A Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.65% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 14.33 | |
| 0.0615 | 16.95 | |
| 0.9240 | 332.97 | |
| 0.0253 | 5.16 |
Estimation Period:
May 21, 1992 to Feb 6, 2026
May 21, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices