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V-Lab
V-Lab
Shanghai Stock Exchange Composite Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:13.55% (-0.24%)
Analysis last updated: Tuesday, November 11, 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
ω0.019713.43
α0.079017.74
β0.9210319.58
γ0.09816.81
δ1.844326.45
Estimation Period:
May 21, 1992 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts