Shanghai Stock Exchange 180 Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
15.88%
decreased by 0.06%
1 Week
16.05%
increased by 0.11%
1 Month
16.72%
increased by 0.78%
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 | |
|---|---|---|
| 0.0172 | 15.02 | |
| 0.0606 | 18.75 | |
| 0.9277 | 385.57 | |
| 0.0117 | 2.14 |
Estimation Period:
Jun 28, 2002 to Apr 30, 2026
Jun 28, 2002 to Apr 30, 2026
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