Shanghai Stock Exchange A Share Index APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
16.94%
increased by 0.27%
1 Week
17.16%
increased by 0.49%
1 Month
18.03%
increased by 1.36%
Analysis last updated: Tuesday, June 9, 2026 at 08:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0177 | 13.88 | |
| 0.0737 | 18.35 | |
| 0.9263 | 348.74 | |
| 0.0953 | 6.47 | |
| 1.8501 | 28.32 |
Estimation Period:
May 21, 1992 to Jun 5, 2026
May 21, 1992 to Jun 5, 2026
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