Shenzhen Stock Exchange New Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:19.73% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0378 | 12.95 | |
| 0.0578 | 8.16 | |
| 0.9281 | 211.26 | |
| 0.0086 | 0.86 |
Estimation Period:
Feb 16, 2006 to Feb 13, 2026
Feb 16, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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