Shanghai Stock Exchange 180 Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
18.62%
decreased by 0.76%
1 Week
18.87%
decreased by 0.51%
1 Month
19.85%
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 | |
|---|---|---|
| 0.0163 | 18.31 | |
| 0.1426 | 29.32 | |
| 0.9906 | 1,308.54 | |
| -0.0062 | -1.51 |
Estimation Period:
Jun 28, 2002 to Apr 30, 2026
Jun 28, 2002 to Apr 30, 2026
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