Shenzhen Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
21.63%
decreased by 0.70%
1 Week
22.11%
decreased by 0.22%
1 Month
23.83%
increased by 1.50%
Analysis last updated: Friday, June 5, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0636 | 20.47 | |
| 0.0793 | 14.65 | |
| 0.8973 | 243.89 | |
| 0.0240 | 2.70 |
Estimation Period:
Apr 3, 1991 to Apr 30, 2026
Apr 3, 1991 to Apr 30, 2026
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