Shenzhen Stock Exchange A Share Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
24.63%
decreased by 0.75%
1 Week
24.79%
decreased by 0.59%
1 Month
25.38%
unchanged at 0.00%
Analysis last updated: Wednesday, June 10, 2026 at 08:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0361 | 14.64 | |
| 0.0560 | 13.17 | |
| 0.9241 | 258.85 | |
| 0.0228 | 3.98 |
Estimation Period:
Oct 5, 1992 to Jun 5, 2026
Oct 5, 1992 to Jun 5, 2026
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