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V-Lab
V-Lab
Shanghai Stock Exchange Composite Index APARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:15.23% (+0.10%)
Analysis last updated: Friday, October 31, 2025 at 08:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Stock Exchange Composite Index APARCH
paramt-stat
ω0.019813.45
α0.079017.73
β0.9210319.12
γ0.09816.81
δ1.843326.42
Estimation Period:
May 21, 1992 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts