Shanghai Stock Exchange 50 A Share Index APARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
15.48%
decreased by 0.45%
1 Week
15.71%
decreased by 0.22%
1 Month
16.55%
increased by 0.62%
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 | |
|---|---|---|
| 0.0179 | 13.28 | |
| 0.0698 | 24.27 | |
| 0.9290 | 372.05 | |
| 0.0507 | 3.28 | |
| 1.8032 | 30.92 |
Estimation Period:
Jan 1, 2004 to Apr 30, 2026
Jan 1, 2004 to Apr 30, 2026
Other APARCH Analyses on Equity Indices