Shanghai Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
16.58%
increased by 0.76%
1 Week
16.81%
increased by 0.99%
1 Month
17.68%
increased by 1.86%
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 | |
|---|---|---|
| 16.0928 | 5.97 | |
| 0.0741 | 95.27 | |
| 0.9990 | 6,660.00 | |
| 4.3147 | 45.37 |
Estimation Period:
May 21, 1992 to May 15, 2026
May 21, 1992 to May 15, 2026
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