Shenzhen Stock Exchange B Share Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
14.33%
increased by 0.72%
1 Week
14.94%
increased by 1.33%
1 Month
17.07%
increased by 3.46%
Analysis last updated: Friday, June 12, 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 | |
|---|---|---|
| 0.0409 | 16.55 | |
| 0.1049 | 18.81 | |
| 0.8906 | 259.87 | |
| -0.0039 | -0.51 |
Estimation Period:
Oct 5, 1992 to Jun 12, 2026
Oct 5, 1992 to Jun 12, 2026
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