Shanghai Stock Exchange 180 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:16.82% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0171 | 14.89 | |
| 0.0610 | 18.83 | |
| 0.9280 | 385.54 | |
| 0.0107 | 1.95 |
Estimation Period:
Jun 28, 2002 to Feb 13, 2026
Jun 28, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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