Shenzhen Stock Exchange Composite Index APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
21.96%
decreased by 0.78%
1 Week
22.49%
decreased by 0.25%
1 Month
24.38%
increased by 1.64%
Analysis last updated: Friday, June 5, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0555 | 14.81 | |
| 0.0994 | 24.60 | |
| 0.8984 | 223.49 | |
| 0.0733 | 3.62 | |
| 1.7122 | 25.28 |
Estimation Period:
Apr 3, 1991 to Apr 30, 2026
Apr 3, 1991 to Apr 30, 2026
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