This study analyzed the return series of Chinese stock market by using GARCH model without sudden changes and re examined the impact of sudden changes in volatility persistence in Chinese stock market by using GARCH model with sudden changes. We detected sudden changes in volatility by using the iterated cumulative sums of squares (ICSS) algorithm. Our findings indicated that the investor psychology was still green in Chinese stock market and the Chinese stock market still had high speculation and risk. In addition, we also found that the ignorance of sudden changes in volatility would overestimate volatility persistence in stock markets.