Shanghai New Composite Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:14.81% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 11.93 | |
| 0.0731 | 16.13 | |
| 0.9269 | 271.43 | |
| 0.0140 | 0.70 | |
| 1.7393 | 23.79 |
Estimation Period:
Jan 3, 2006 to Feb 13, 2026
Jan 3, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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