Shanghai Stock Exchange 50 A Share Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
17.17%
increased by 0.42%
1 Week
17.27%
increased by 0.52%
1 Month
17.69%
increased by 0.94%
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 | |
|---|---|---|
| 3.1557 | 4.98 | |
| 0.0483 | 56.02 | |
| 0.9962 | 1,559.07 | |
| 4.2805 | 21.41 |
Estimation Period:
Jan 1, 2004 to Apr 30, 2026
Jan 1, 2004 to Apr 30, 2026
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