Shanghai Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
21.32%
decreased by 0.47%
1 Week
21.49%
decreased by 0.30%
1 Month
22.15%
increased by 0.36%
Analysis last updated: Thursday, April 2, 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 | |
|---|---|---|
| 16.2080 | 5.99 | |
| 0.0741 | 95.16 | |
| 0.9990 | 6,660.00 | |
| 4.3118 | 45.45 |
Estimation Period:
May 21, 1992 to Mar 27, 2026
May 21, 1992 to Mar 27, 2026
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