V-Lab
V-Lab
Shanghai Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 21st, 2025:28.33% (-1.11%)
Analysis last updated: Friday, April 18, 2025 at 08:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Stock Exchange Composite Index GJR-GARCH
paramt-stat
ω0.019414.17
α0.063716.01
β0.9201309.89
γ0.02925.52
Estimation Period:
May 21, 1992 to Apr 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts