Shenzhen Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
27.52%
decreased by 1.00%
1 Week
27.78%
decreased by 0.74%
1 Month
28.75%
increased by 0.23%
Analysis last updated: Friday, June 12, 2026 at 10:28 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
Other GJR-GARCH Analyses on Equity Indices