Shanghai Stock Exchange 50 A Share Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
16.16%
decreased by 0.62%
1 Week
16.42%
decreased by 0.36%
1 Month
17.48%
increased by 0.70%
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 | |
|---|---|---|
| 0.0166 | 16.60 | |
| 0.1414 | 28.71 | |
| 0.9905 | 1,222.82 | |
| -0.0072 | -1.73 |
Estimation Period:
Jan 1, 2004 to Apr 30, 2026
Jan 1, 2004 to Apr 30, 2026
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