Shenzhen Stock Exchange Component Index APARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
29.26%
decreased by 1.07%
1 Week
29.26%
decreased by 1.07%
1 Month
29.28%
decreased by 1.05%
Analysis last updated: Friday, June 12, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 11.66 | |
| 0.0821 | 19.78 | |
| 0.9086 | 207.78 | |
| 0.0723 | 3.22 | |
| 1.7196 | 24.86 |
Estimation Period:
Dec 1, 2005 to Apr 30, 2026
Dec 1, 2005 to Apr 30, 2026
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