Shanghai Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:17.46% (+4.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 14.21 | |
| 0.0656 | 16.86 | |
| 0.9187 | 307.98 | |
| 0.0285 | 5.45 |
Estimation Period:
May 21, 1992 to Nov 21, 2025
May 21, 1992 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices