Shanghai Stock Exchange B Share Index APARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
23.99%
increased by 1.06%
1 Week
24.65%
increased by 1.72%
1 Month
26.89%
increased by 3.96%
Analysis last updated: Friday, June 12, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1033 | 19.42 | |
| 0.1666 | 27.12 | |
| 0.8163 | 171.78 | |
| 0.0264 | 2.41 | |
| 2.0063 | 30.28 |
Estimation Period:
Feb 21, 1992 to Apr 30, 2026
Feb 21, 1992 to Apr 30, 2026
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