Shenzhen Stock Exchange Component Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
22.26%
decreased by 0.77%
1 Week
22.48%
decreased by 0.55%
1 Month
23.24%
increased by 0.21%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0544 | 14.06 | |
| 0.0685 | 11.56 | |
| 0.9058 | 214.70 | |
| 0.0160 | 1.78 |
Estimation Period:
Dec 1, 2005 to Apr 30, 2026
Dec 1, 2005 to Apr 30, 2026
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