Shanghai Stock Exchange 180 Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
17.38%
decreased by 0.52%
1 Week
17.53%
decreased by 0.37%
1 Month
18.10%
increased by 0.20%
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 | |
|---|---|---|
| 0.0168 | 14.58 | |
| 0.0673 | 27.65 | |
| 0.9271 | 382.14 | |
| 0.0769 | 2.99 |
Estimation Period:
Jun 28, 2002 to Apr 30, 2026
Jun 28, 2002 to Apr 30, 2026
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