Shenzhen Stock Exchange A Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.44% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0358 | 14.57 | |
| 0.0564 | 13.20 | |
| 0.9242 | 258.36 | |
| 0.0223 | 3.89 |
Estimation Period:
Oct 5, 1992 to Feb 6, 2026
Oct 5, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices