Shenzhen Stock Exchange New Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.85% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0379 | 12.91 | |
| 0.0583 | 8.16 | |
| 0.9278 | 210.05 | |
| 0.0082 | 0.81 |
Estimation Period:
Feb 16, 2006 to Dec 31, 2025
Feb 16, 2006 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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