Shenzhen Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.53% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0635 | 20.36 | |
| 0.0800 | 14.69 | |
| 0.8971 | 243.13 | |
| 0.0233 | 2.61 |
Estimation Period:
Apr 3, 1991 to Dec 31, 2025
Apr 3, 1991 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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