The article discusses how different models can predict the ups and downs of stock prices on the Shanghai Stock Exchange. They used GARCH family models to do this, like GARCH, EGARCH, and GJR-GARCH. These models were tested with three different distributions. The results showed that the EGARCH models were the most accurate in predicting stock price changes. Additionally, symmetric GARCH models were found to be better than asymmetric ones in this study.