Shenzhen Stock Exchange A Share Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
28.52%
decreased by 1.07%
1 Week
28.63%
decreased by 0.96%
1 Month
29.03%
decreased by 0.56%
Analysis last updated: Friday, June 12, 2026 at 08:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0020 | 5.87 | |
| 0.0962 | 33.87 | |
| 0.9834 | 346.63 | |
| 4.7689 | 12.90 |
Estimation Period:
Oct 5, 1992 to Jun 12, 2026
Oct 5, 1992 to Jun 12, 2026
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