Shanghai Shenzhen CSI 300 Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
19.14%
decreased by 0.37%
1 Week
19.27%
decreased by 0.24%
1 Month
19.76%
increased by 0.25%
Analysis last updated: Wednesday, June 10, 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 | 13.80 | |
| 0.0634 | 15.66 | |
| 0.9272 | 346.49 | |
| 0.0069 | 1.03 |
Estimation Period:
Apr 8, 2005 to Jun 5, 2026
Apr 8, 2005 to Jun 5, 2026
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