Shanghai Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:15.02% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 14.15 | |
| 0.0657 | 16.88 | |
| 0.9186 | 307.65 | |
| 0.0284 | 5.42 |
Estimation Period:
May 21, 1992 to Oct 24, 2025
May 21, 1992 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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