Shanghai Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
17.94%
increased by 0.23%
1 Week
18.14%
increased by 0.43%
1 Month
18.94%
increased by 1.23%
Analysis last updated: Saturday, May 23, 2026 at 02:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 16.1151 | 5.98 | |
| 0.0741 | 95.35 | |
| 0.9990 | 6,660.00 | |
| 4.3149 | 45.33 |
Estimation Period:
May 21, 1992 to May 22, 2026
May 21, 1992 to May 22, 2026
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