Shanghai Stock Exchange Composite Index APARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
15.64%
increased by 0.39%
1 Week
15.92%
increased by 0.67%
1 Month
16.96%
increased by 1.71%
Analysis last updated: Saturday, May 16, 2026 at 01:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 13.68 | |
| 0.0788 | 17.80 | |
| 0.9212 | 320.98 | |
| 0.1005 | 6.95 | |
| 1.8362 | 26.39 |
Estimation Period:
May 21, 1992 to May 15, 2026
May 21, 1992 to May 15, 2026
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