Shanghai Stock Exchange A Share Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:15.42% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0177 | 13.77 | |
| 0.0737 | 18.36 | |
| 0.9263 | 348.75 | |
| 0.0932 | 6.36 | |
| 1.8558 | 28.49 |
Estimation Period:
May 21, 1992 to Feb 13, 2026
May 21, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices