Shenzhen Stock Exchange A Share Index APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
26.52%
increased by 0.88%
1 Week
26.68%
increased by 1.04%
1 Month
27.31%
increased by 1.67%
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 | |
|---|---|---|
| 0.0297 | 14.81 | |
| 0.0701 | 16.38 | |
| 0.9287 | 274.53 | |
| 0.0961 | 4.60 | |
| 1.7294 | 26.85 |
Estimation Period:
Oct 5, 1992 to Jun 5, 2026
Oct 5, 1992 to Jun 5, 2026
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