Shanghai Stock Exchange B Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.47% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1070 | 19.95 | |
| 0.1584 | 21.19 | |
| 0.8152 | 160.19 | |
| 0.0171 | 1.45 |
Estimation Period:
Feb 21, 1992 to Dec 31, 2025
Feb 21, 1992 to Dec 31, 2025
News Impact Curve
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