Shanghai New Composite Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
15.69%
decreased by 0.48%
1 Week
15.90%
decreased by 0.27%
1 Month
16.64%
increased by 0.47%
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 | |
|---|---|---|
| 0.0170 | 12.49 | |
| 0.0746 | 20.74 | |
| 0.9193 | 275.24 | |
| 0.1478 | 3.97 |
Estimation Period:
Jan 3, 2006 to Apr 30, 2026
Jan 3, 2006 to Apr 30, 2026
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