Shanghai Shenzhen CSI 300 Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, July 3rd, 2026
1 Day
25.51%
decreased by 0.40%
1 Week
25.54%
decreased by 0.37%
1 Month
25.67%
decreased by 0.24%
Analysis last updated: Thursday, July 2, 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 | |
|---|---|---|
| 0.0188 | 13.86 | |
| 0.0634 | 15.69 | |
| 0.9271 | 346.57 | |
| 0.0071 | 1.07 |
Estimation Period:
Apr 8, 2005 to Jun 26, 2026
Apr 8, 2005 to Jun 26, 2026
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