V-Lab
V-Lab
Shanghai Stock Exchange Composite Index APARCH Volatility Analysis
Volatility Prediction for Monday, September 22nd, 2025:14.75% (-0.38%)
Analysis last updated: Friday, September 19, 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
ω0.019913.44
α0.079217.70
β0.9208317.85
γ0.09826.82
δ1.843326.38
Estimation Period:
May 21, 1992 to Sep 19, 2025
Impact of return on volatility tomorrow
Volatility Forecasts