Shenzhen Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:20.51% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0632 | 20.43 | |
| 0.0796 | 14.68 | |
| 0.8975 | 244.35 | |
| 0.0235 | 2.63 |
Estimation Period:
Apr 3, 1991 to Feb 13, 2026
Apr 3, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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