Shanghai Stock Exchange 50 A Share Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
15.58%
increased by 0.21%
1 Week
15.79%
increased by 0.42%
1 Month
16.55%
increased by 1.18%
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 | |
|---|---|---|
| 0.0192 | 14.18 | |
| 0.0600 | 18.43 | |
| 0.9270 | 370.81 | |
| 0.0129 | 2.42 |
Estimation Period:
Jan 1, 2004 to Apr 30, 2026
Jan 1, 2004 to Apr 30, 2026
Other GJR-GARCH Analyses on Equity Indices