Shenzhen Stock Exchange B Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.03% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0426 | 16.68 | |
| 0.1062 | 18.70 | |
| 0.8885 | 254.14 | |
| -0.0027 | -0.34 |
Estimation Period:
Oct 5, 1992 to Feb 6, 2026
Oct 5, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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