Shanghai Stock Exchange A Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:15.53% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 14.34 | |
| 0.0615 | 16.95 | |
| 0.9240 | 333.47 | |
| 0.0253 | 5.16 |
Estimation Period:
May 21, 1992 to Feb 13, 2026
May 21, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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