Shanghai New Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:14.93% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0165 | 12.15 | |
| 0.0681 | 14.36 | |
| 0.9258 | 282.07 | |
| 0.0003 | 0.04 |
Estimation Period:
Jan 3, 2006 to Feb 13, 2026
Jan 3, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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