Shanghai Stock Exchange 180 Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
15.52%
increased by 0.34%
1 Week
16.19%
increased by 1.01%
1 Month
17.05%
increased by 1.87%
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 | |
|---|---|---|
| 26 | ||
| 0.0506 | 8.17 | |
| 0.7141 | 21.06 | |
| 0.0637 | 6.51 | |
| 0.0459 | 1.02 | |
| 0.1672 | 1.05 | |
| 0.8154 | 4.69 |
Estimation Period:
Jun 28, 2002 to Apr 30, 2026
Jun 28, 2002 to Apr 30, 2026
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