Shanghai Stock Exchange B Share Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
23.12%
decreased by 0.26%
1 Week
23.89%
increased by 0.51%
1 Month
26.45%
increased by 3.07%
Analysis last updated: Friday, June 12, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1089 | 19.48 | |
| 0.1744 | 34.97 | |
| 0.8080 | 165.40 | |
| 0.0990 | 3.15 |
Estimation Period:
Feb 21, 1992 to Apr 30, 2026
Feb 21, 1992 to Apr 30, 2026
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