Shanghai Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
20.45%
decreased by 1.07%
1 Week
20.63%
decreased by 0.89%
1 Month
21.31%
decreased by 0.21%
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 | |
|---|---|---|
| 16.0511 | 5.98 | |
| 0.0739 | 95.18 | |
| 0.9990 | 6,660.00 | |
| 4.3243 | 44.87 |
Estimation Period:
May 21, 1992 to Jul 3, 2026
May 21, 1992 to Jul 3, 2026
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