Shanghai Stock Exchange A Share Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, July 3rd, 2026
1 Day
21.76%
increased by 2.29%
1 Week
21.93%
increased by 2.46%
1 Month
22.58%
increased by 3.11%
Analysis last updated: Thursday, July 2, 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 | |
|---|---|---|
| 16.2955 | 6.12 | |
| 0.0724 | 97.27 | |
| 0.9990 | 6,795.92 | |
| 4.1241 | 52.42 |
Estimation Period:
May 21, 1992 to Jun 26, 2026
May 21, 1992 to Jun 26, 2026
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