Shanghai Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, April 24th, 2026
1 Day
15.62%
decreased by 0.71%
1 Week
15.86%
decreased by 0.47%
1 Month
16.79%
increased by 0.46%
Analysis last updated: Thursday, April 23, 2026 at 08:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 16.0686 | 5.98 | |
| 0.0739 | 95.24 | |
| 0.9990 | 6,660.00 | |
| 4.3105 | 45.54 |
Estimation Period:
May 21, 1992 to Apr 17, 2026
May 21, 1992 to Apr 17, 2026
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