Shanghai Stock Exchange Composite Index GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
15.53%
increased by 0.20%
1 Week
15.79%
increased by 0.46%
1 Month
16.79%
increased by 1.46%
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 | |
|---|---|---|
| 0.0176 | 12.77 | |
| 0.0771 | 26.55 | |
| 0.9216 | 336.34 |
Estimation Period:
May 21, 1992 to May 15, 2026
May 21, 1992 to May 15, 2026
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