Shenzhen Stock Exchange New Index APARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
27.51%
decreased by 0.71%
1 Week
27.68%
decreased by 0.54%
1 Month
28.29%
increased by 0.07%
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 | |
|---|---|---|
| 0.0350 | 8.26 | |
| 0.0769 | 15.07 | |
| 0.9231 | 152.15 | |
| 0.1253 | 4.05 | |
| 1.2607 | 14.34 |
Estimation Period:
Feb 16, 2006 to Apr 30, 2026
Feb 16, 2006 to Apr 30, 2026
Other APARCH Analyses on Equity Indices