Shanghai Stock Exchange A Share Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
17.56%
increased by 1.97%
1 Week
17.77%
increased by 2.18%
1 Month
18.60%
increased by 3.01%
Analysis last updated: Monday, June 8, 2026 at 08:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 16.2576 | 6.11 | |
| 0.0724 | 97.46 | |
| 0.9990 | 6,795.92 | |
| 4.1193 | 52.72 |
Estimation Period:
May 21, 1992 to Jun 5, 2026
May 21, 1992 to Jun 5, 2026
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