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V-Lab

Shanghai Stock Exchange 50 A Share Index GAS-GARCH Student T Volatility Analysis

Volatility prediction for Friday, June 5th, 2026

1 Day

17.17%

increased by 0.42%

1 Week

17.27%

increased by 0.52%

1 Month

17.69%

increased by 0.94%

Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Shanghai Stock Exchange 50 A Share Index GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time