V-Lab
V-Lab
Shanghai Shenzhen CSI 300 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:15.66% (-0.27%)

Analysis last updated: Tuesday, April 30, 2024 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
ω0.013712.22
α0.058016.80
β0.9335381.65
γ0.01021.84
Estimation Period:
Apr 8, 2005 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts