Shanghai Stock Exchange Composite Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:15.56% (+0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 13.58 | |
| 0.0786 | 17.83 | |
| 0.9214 | 322.29 | |
| 0.0980 | 6.81 | |
| 1.8421 | 26.58 |
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