Shanghai Stock Exchange Composite Index GARCH Volatility Analysis
Volatility prediction for Wednesday, May 6th, 2026
1 Day
14.52%
decreased by 0.44%
1 Week
14.81%
decreased by 0.15%
1 Month
15.88%
increased by 0.92%
Analysis last updated: Thursday, April 30, 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 | |
|---|---|---|
| 0.0176 | 12.77 | |
| 0.0771 | 26.53 | |
| 0.9216 | 336.09 |
Estimation Period:
May 21, 1992 to Apr 30, 2026
May 21, 1992 to Apr 30, 2026
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