Shenzhen Stock Exchange New Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
21.56%
decreased by 0.48%
1 Week
21.78%
decreased by 0.26%
1 Month
22.62%
increased by 0.58%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0388 | 13.24 | |
| 0.0573 | 8.12 | |
| 0.9275 | 209.84 | |
| 0.0099 | 1.00 |
Estimation Period:
Feb 16, 2006 to Apr 30, 2026
Feb 16, 2006 to Apr 30, 2026
Other GJR-GARCH Analyses on Equity Indices