Shanghai Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
17.56%
increased by 0.85%
1 Week
17.77%
increased by 1.06%
1 Month
18.59%
increased by 1.88%
Analysis last updated: Friday, June 12, 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 | |
|---|---|---|
| 16.0307 | 5.97 | |
| 0.0740 | 95.19 | |
| 0.9990 | 6,660.00 | |
| 4.3214 | 45.06 |
Estimation Period:
May 21, 1992 to Jun 12, 2026
May 21, 1992 to Jun 12, 2026
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