Shanghai Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:11.21% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 14.04 | |
| 0.0654 | 16.96 | |
| 0.9192 | 311.70 | |
| 0.0282 | 5.40 |
Estimation Period:
May 21, 1992 to Jan 23, 2026
May 21, 1992 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices