V-Lab
V-Lab
Shanghai Shenzhen CSI 300 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, September 30th, 2025:17.26% (+0.66%)
Analysis last updated: Monday, September 29, 2025 at 08:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Shenzhen CSI 300 Index GJR-GARCH
paramt-stat
ω0.018613.46
α0.064715.75
β0.9269341.79
γ0.00560.82
Estimation Period:
Apr 8, 2005 to Sep 26, 2025
Impact of return on volatility tomorrow
Volatility Forecasts