Shanghai Stock Exchange Composite Index AGARCH Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
19.58%
decreased by 0.82%
1 Week
19.84%
decreased by 0.56%
1 Month
20.82%
increased by 0.42%
Analysis last updated: Friday, July 3, 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 | |
|---|---|---|
| 0.0191 | 13.76 | |
| 0.0879 | 30.82 | |
| 0.9097 | 336.82 | |
| 0.2286 | 8.55 |
Estimation Period:
May 21, 1992 to Jul 3, 2026
May 21, 1992 to Jul 3, 2026
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