Shanghai Stock Exchange A Share Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 28th, 2026
1 Day
18.64%
increased by 1.10%
1 Week
18.85%
increased by 1.31%
1 Month
19.62%
increased by 2.08%
Analysis last updated: Thursday, May 28, 2026 at 07:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 16.3490 | 6.12 | |
| 0.0725 | 97.51 | |
| 0.9990 | 6,795.92 | |
| 4.1164 | 52.87 |
Estimation Period:
May 21, 1992 to May 22, 2026
May 21, 1992 to May 22, 2026
Other GAS-GARCH Student T Analyses on Equity Indices