V-Lab
V-Lab
Shanghai Shenzhen CSI 300 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:16.25% (+0.59%)

Analysis last updated: Monday, May 6, 2024 at 08:01 AM UTC

Date Range:

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to

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graph of Shanghai Shenzhen CSI 300 Index GJR-GARCH
paramt-stat
ω0.013712.22
α0.058016.80
β0.9335381.65
γ0.01021.84
Estimation Period:
Apr 8, 2005 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts