Shanghai Stock Exchange Composite Index AGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
15.70%
increased by 0.75%
1 Week
16.04%
increased by 1.09%
1 Month
17.31%
increased by 2.36%
Analysis last updated: Saturday, May 16, 2026 at 01:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0191 | 13.70 | |
| 0.0881 | 30.75 | |
| 0.9095 | 335.12 | |
| 0.2297 | 8.57 |
Estimation Period:
May 21, 1992 to May 15, 2026
May 21, 1992 to May 15, 2026
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