Shanghai Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:11.38% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 14.02 | |
| 0.0656 | 16.97 | |
| 0.9191 | 310.81 | |
| 0.0279 | 5.35 |
Estimation Period:
May 21, 1992 to Dec 31, 2025
May 21, 1992 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices