Shanghai New Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.35% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0162 | 11.90 | |
| 0.0689 | 14.52 | |
| 0.9255 | 280.13 | |
| -0.0002 | -0.02 |
Estimation Period:
Jan 3, 2006 to Dec 31, 2025
Jan 3, 2006 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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