Shanghai Shenzhen CSI 300 Index APARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
20.08%
decreased by 0.03%
1 Week
20.23%
increased by 0.12%
1 Month
20.78%
increased by 0.67%
Analysis last updated: Friday, June 12, 2026 at 08:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 12.66 | |
| 0.0711 | 22.43 | |
| 0.9289 | 339.89 | |
| 0.0315 | 1.90 | |
| 1.7801 | 31.62 |
Estimation Period:
Apr 8, 2005 to Jun 12, 2026
Apr 8, 2005 to Jun 12, 2026
Other APARCH Analyses on Equity Indices