Shanghai Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:15.25% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 14.18 | |
| 0.0655 | 16.89 | |
| 0.9189 | 309.50 | |
| 0.0282 | 5.40 |
Estimation Period:
May 21, 1992 to Nov 28, 2025
May 21, 1992 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices