Shenzhen Stock Exchange Component Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:20.53% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0539 | 13.89 | |
| 0.0694 | 11.56 | |
| 0.9058 | 213.94 | |
| 0.0147 | 1.62 |
Estimation Period:
Dec 1, 2005 to Feb 13, 2026
Dec 1, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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