Shanghai Shenzhen CSI 300 Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
19.68%
decreased by 0.06%
1 Week
19.81%
increased by 0.07%
1 Month
20.27%
increased by 0.53%
Analysis last updated: Friday, June 12, 2026 at 08:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 13.85 | |
| 0.0634 | 15.68 | |
| 0.9271 | 346.32 | |
| 0.0070 | 1.05 |
Estimation Period:
Apr 8, 2005 to Jun 12, 2026
Apr 8, 2005 to Jun 12, 2026
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