Shanghai Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.85% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 14.24 | |
| 0.0653 | 16.91 | |
| 0.9191 | 310.70 | |
| 0.0282 | 5.40 |
Estimation Period:
May 21, 1992 to Feb 6, 2026
May 21, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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