Shanghai Shenzhen CSI 300 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.06% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 13.45 | |
| 0.0643 | 15.74 | |
| 0.9273 | 344.85 | |
| 0.0054 | 0.81 |
Estimation Period:
Apr 8, 2005 to Feb 6, 2026
Apr 8, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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