Shanghai Stock Exchange Composite Index APARCH Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
20.75%
decreased by 0.41%
1 Week
20.94%
decreased by 0.22%
1 Month
21.66%
increased by 0.50%
Analysis last updated: Thursday, April 2, 2026 at 08:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0197 | 13.71 | |
| 0.0788 | 17.78 | |
| 0.9212 | 320.52 | |
| 0.1001 | 6.93 | |
| 1.8387 | 26.45 |
Estimation Period:
May 21, 1992 to Mar 27, 2026
May 21, 1992 to Mar 27, 2026
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