SHANGHAI STOCK EXCHANGE 180 INDEX GARCH VOLATILITY GRAPH?

Volatility Prediction for Tuesday, May 21: 20.34% (-0.27)
  • 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): ¥5,679.90 Return: 0.79% 1 Week Pred: 20.45%
Avg Week Vol: 20.46% Avg Month Vol: 21.12% 1 Month Pred: 20.85%
Min Vol: 13.2% Max Vol: 57.88% 6 Months Pred: 22.9%
Avg Vol: 26.85% Vol of Vol: 23.83% 1 Year Pred: 24.33%

Documentation