Shanghai Stock Exchange B Share Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
21.92%
decreased by 1.63%
1 Week
22.72%
decreased by 0.83%
1 Month
25.35%
increased by 1.80%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1030 | 20.10 | |
| 0.1580 | 21.37 | |
| 0.8166 | 163.48 | |
| 0.0176 | 1.50 |
Estimation Period:
Feb 21, 1992 to Apr 30, 2026
Feb 21, 1992 to Apr 30, 2026
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