Shanghai New Composite Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
15.72%
decreased by 0.65%
1 Week
15.80%
decreased by 0.57%
1 Month
16.12%
decreased by 0.25%
Analysis last updated: Friday, June 12, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2819 | 5.58 | |
| 0.0533 | 52.79 | |
| 0.9960 | 1,585.94 | |
| 4.8299 | 17.98 |
Estimation Period:
Jan 3, 2006 to Apr 30, 2026
Jan 3, 2006 to Apr 30, 2026
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