Shanghai Stock Exchange A Share Index APARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
16.53%
decreased by 0.14%
1 Week
16.76%
increased by 0.09%
1 Month
17.65%
increased by 0.98%
Analysis last updated: Wednesday, June 10, 2026 at 08:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0177 | 13.88 | |
| 0.0737 | 18.35 | |
| 0.9263 | 348.74 | |
| 0.0953 | 6.47 | |
| 1.8501 | 28.32 |
Estimation Period:
May 21, 1992 to Jun 5, 2026
May 21, 1992 to Jun 5, 2026
Other APARCH Analyses on Equity Indices