Shenzhen Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
21.44%
decreased by 1.40%
1 Week
21.90%
decreased by 0.94%
1 Month
23.44%
increased by 0.60%
Analysis last updated: Friday, June 5, 2026 at 08:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1198 | 6.02 | |
| 0.1000 | 38.26 | |
| 0.9827 | 342.78 | |
| 4.7603 | 13.37 |
Estimation Period:
Apr 3, 1991 to Apr 30, 2026
Apr 3, 1991 to Apr 30, 2026
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