Shenzhen Stock Exchange B Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:13.11% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0423 | 16.62 | |
| 0.1060 | 18.71 | |
| 0.8888 | 255.12 | |
| -0.0029 | -0.37 |
Estimation Period:
Oct 5, 1992 to Feb 13, 2026
Oct 5, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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