Shanghai Shenzhen CSI 300 Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
16.47%
decreased by 0.49%
1 Week
16.66%
decreased by 0.30%
1 Month
17.36%
increased by 0.40%
Analysis last updated: Thursday, May 21, 2026 at 07:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 13.80 | |
| 0.0635 | 15.67 | |
| 0.9271 | 346.21 | |
| 0.0068 | 1.02 |
Estimation Period:
Apr 8, 2005 to May 15, 2026
Apr 8, 2005 to May 15, 2026
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