Shanghai Stock Exchange 50 A Share Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
15.38%
increased by 0.62%
1 Week
15.86%
increased by 1.10%
1 Month
16.70%
increased by 1.94%
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 | |
|---|---|---|
| 26 | ||
| 0.0499 | 7.76 | |
| 0.7195 | 17.90 | |
| 0.0512 | 4.92 | |
| 0.0691 | 0.72 | |
| 0.2199 | 0.81 | |
| 0.7547 | 2.49 |
Estimation Period:
Jan 1, 2004 to Apr 30, 2026
Jan 1, 2004 to Apr 30, 2026
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