Shanghai Stock Exchange A Share Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, July 3rd, 2026
1 Day
19.91%
increased by 1.91%
1 Week
20.09%
increased by 2.09%
1 Month
20.78%
increased by 2.78%
Analysis last updated: Thursday, July 2, 2026 at 08:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0174 | 14.50 | |
| 0.0612 | 16.90 | |
| 0.9239 | 333.54 | |
| 0.0258 | 5.27 |
Estimation Period:
May 21, 1992 to Jun 26, 2026
May 21, 1992 to Jun 26, 2026
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