Shenzhen Stock Exchange B Share Index APARCH Volatility Analysis
Volatility prediction for Tuesday, June 16th, 2026
1 Day
14.74%
increased by 0.61%
1 Week
15.29%
increased by 1.16%
1 Month
17.19%
increased by 3.06%
Analysis last updated: Monday, June 15, 2026 at 08:14 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0431 | 15.74 | |
| 0.0967 | 22.66 | |
| 0.8858 | 260.39 | |
| -0.0088 | -0.76 | |
| 2.2524 | 32.87 |
Estimation Period:
Oct 5, 1992 to Jun 12, 2026
Oct 5, 1992 to Jun 12, 2026
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