Shanghai Shenzhen CSI 300 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:15.35% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 13.48 | |
| 0.0642 | 15.73 | |
| 0.9273 | 345.12 | |
| 0.0055 | 0.82 |
Estimation Period:
Apr 8, 2005 to Feb 13, 2026
Apr 8, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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