Shanghai New Composite Index APARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
15.47%
decreased by 0.50%
1 Week
15.67%
decreased by 0.30%
1 Month
16.44%
increased by 0.47%
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 | |
|---|---|---|
| 0.0172 | 12.14 | |
| 0.0741 | 16.28 | |
| 0.9259 | 269.01 | |
| 0.0226 | 1.11 | |
| 1.7208 | 23.63 |
Estimation Period:
Jan 3, 2006 to Apr 30, 2026
Jan 3, 2006 to Apr 30, 2026
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