Shanghai Stock Exchange A Share Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 28th, 2026
1 Day
17.01%
increased by 0.55%
1 Week
17.23%
increased by 0.77%
1 Month
18.08%
increased by 1.62%
Analysis last updated: Thursday, May 28, 2026 at 07:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 14.47 | |
| 0.0613 | 16.89 | |
| 0.9238 | 332.78 | |
| 0.0259 | 5.29 |
Estimation Period:
May 21, 1992 to May 22, 2026
May 21, 1992 to May 22, 2026
Other GJR-GARCH Analyses on Equity Indices