Shanghai Stock Exchange Composite Index APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
17.04%
increased by 0.27%
1 Week
17.29%
increased by 0.52%
1 Month
18.22%
increased by 1.45%
Analysis last updated: Tuesday, June 9, 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 | |
|---|---|---|
| 0.0195 | 13.66 | |
| 0.0787 | 17.82 | |
| 0.9213 | 321.92 | |
| 0.0998 | 6.91 | |
| 1.8364 | 26.42 |
Estimation Period:
May 21, 1992 to Jun 5, 2026
May 21, 1992 to Jun 5, 2026
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