Shanghai Stock Exchange 180 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
17.21%
increased by 0.07%
1 Week
17.29%
increased by 0.15%
1 Month
17.62%
increased by 0.48%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1684 | 4.78 | |
| 0.0488 | 42.89 | |
| 0.9940 | 863.61 | |
| 4.3161 | 15.53 |
Estimation Period:
Jun 28, 2002 to Apr 30, 2026
Jun 28, 2002 to Apr 30, 2026
Other GAS-GARCH Student T Analyses on Equity Indices