Shenzhen Stock Exchange Component Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.38% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0539 | 13.81 | |
| 0.0700 | 11.60 | |
| 0.9056 | 212.98 | |
| 0.0142 | 1.56 |
Estimation Period:
Dec 1, 2005 to Dec 31, 2025
Dec 1, 2005 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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