Shanghai Stock Exchange 180 Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
17.36%
decreased by 0.52%
1 Week
17.51%
decreased by 0.37%
1 Month
18.07%
increased by 0.19%
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 | |
|---|---|---|
| 0.0172 | 15.02 | |
| 0.0606 | 18.75 | |
| 0.9277 | 385.57 | |
| 0.0117 | 2.14 |
Estimation Period:
Jun 28, 2002 to Apr 30, 2026
Jun 28, 2002 to Apr 30, 2026
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