Shanghai Stock Exchange 50 A Share Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
15.58%
decreased by 0.45%
1 Week
15.83%
decreased by 0.20%
1 Month
16.76%
increased by 0.73%
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 | |
|---|---|---|
| 0.0220 | 15.51 | |
| 0.0750 | 32.71 | |
| 0.9170 | 405.05 | |
| 0.1446 | 4.83 |
Estimation Period:
Jan 1, 2004 to Apr 30, 2026
Jan 1, 2004 to Apr 30, 2026
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