Shanghai Stock Exchange A Share Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
16.29%
decreased by 0.10%
1 Week
16.58%
increased by 0.19%
1 Month
17.67%
increased by 1.28%
Analysis last updated: Friday, June 12, 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 | |
|---|---|---|
| 0.0178 | 13.70 | |
| 0.0818 | 30.95 | |
| 0.9155 | 358.61 | |
| 0.2212 | 8.12 |
Estimation Period:
May 21, 1992 to Jun 12, 2026
May 21, 1992 to Jun 12, 2026
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