SHANGHAI NEW COMPOSITE INDEX GARCH VOLATILITY GRAPH?

Volatility Prediction for Wednesday, June 19: 18.67% (-0.38)
  • 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): ¥1,824.61 Return: 0.15% 1 Week Pred: 18.84%
Avg Week Vol: 19.05% Avg Month Vol: 17.72% 1 Month Pred: 19.45%
Min Vol: 14.86% Max Vol: 55.33% 6 Months Pred: 22.48%
Avg Vol: 29.03% Vol of Vol: 24.35% 1 Year Pred: 24.54%

Documentation