SHANGHAI STOCK EXCHANGE COMPOSITE INDEX GARCH VOLATILITY GRAPH?

Volatility Prediction for Tuesday, May 21: 17.51% (-0.20)
  • COMPARE menu down arrow
  • SUB PLOTmenu down arrow
  • LINE STYLE menu down arrow
  • KEY POSTION menu down arrow
  • COPY GRAPH

Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (CNY): ¥2,299.99 Return: 0.75% 1 Week Pred: 17.81%
Avg Week Vol: 17.49% Avg Month Vol: 17.98% 1 Month Pred: 18.9%
Min Vol: 11.83% Max Vol: 169.64% 6 Months Pred: 25.22%
Avg Vol: 36.53% Vol of Vol: 47.31% 1 Year Pred: 31.12%

Documentation