Shanghai Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:13.50% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 14.10 | |
| 0.0656 | 16.89 | |
| 0.9187 | 308.41 | |
| 0.0284 | 5.44 |
Estimation Period:
May 21, 1992 to Nov 14, 2025
May 21, 1992 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices