Shanghai Stock Exchange 50 A Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:16.45% (+0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0191 | 14.06 | |
| 0.0604 | 18.51 | |
| 0.9270 | 368.89 | |
| 0.0122 | 2.28 |
Estimation Period:
Jan 1, 2004 to Feb 13, 2026
Jan 1, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices