Shanghai Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 12th, 2026
1 Day
14.15%
increased by 0.29%
1 Week
14.45%
increased by 0.59%
1 Month
15.61%
increased by 1.75%
Analysis last updated: Tuesday, May 12, 2026 at 07:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 14.35 | |
| 0.0651 | 16.84 | |
| 0.9188 | 309.55 | |
| 0.0290 | 5.56 |
Estimation Period:
May 21, 1992 to May 8, 2026
May 21, 1992 to May 8, 2026
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