Shenzhen Stock Exchange B Share Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
13.90%
decreased by 0.40%
1 Week
14.54%
increased by 0.24%
1 Month
16.75%
increased by 2.45%
Analysis last updated: Wednesday, June 10, 2026 at 08:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0411 | 16.56 | |
| 0.1050 | 18.80 | |
| 0.8904 | 259.29 | |
| -0.0039 | -0.51 |
Estimation Period:
Oct 5, 1992 to Jun 5, 2026
Oct 5, 1992 to Jun 5, 2026
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