Shanghai Stock Exchange 180 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.22% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 14.66 | |
| 0.0615 | 18.99 | |
| 0.9280 | 384.89 | |
| 0.0102 | 1.86 |
Estimation Period:
Jun 28, 2002 to Dec 31, 2025
Jun 28, 2002 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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