CSI SmallCap 500 GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.90% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0411 | 15.42 | |
| 0.0631 | 9.56 | |
| 0.9130 | 234.51 | |
| 0.0217 | 2.24 |
Estimation Period:
Jan 15, 2007 to Dec 31, 2025
Jan 15, 2007 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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