Shanghai Stock Exchange B Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:14.85% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1050 | 20.04 | |
| 0.1582 | 21.29 | |
| 0.8159 | 161.91 | |
| 0.0175 | 1.49 |
Estimation Period:
Feb 21, 1992 to Feb 13, 2026
Feb 21, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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