Shanghai Stock Exchange 180 Index APARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
17.60%
decreased by 0.57%
1 Week
17.77%
decreased by 0.40%
1 Month
18.42%
increased by 0.25%
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 | |
|---|---|---|
| 0.0167 | 14.22 | |
| 0.0703 | 24.92 | |
| 0.9297 | 381.17 | |
| 0.0481 | 3.14 | |
| 1.7595 | 34.22 |
Estimation Period:
Jun 28, 2002 to Apr 30, 2026
Jun 28, 2002 to Apr 30, 2026
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