Shanghai Shenzhen CSI 300 Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:15.37% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0172 | 12.44 | |
| 0.0709 | 22.16 | |
| 0.9291 | 338.95 | |
| 0.0253 | 1.54 | |
| 1.7909 | 31.61 |
Estimation Period:
Apr 8, 2005 to Feb 13, 2026
Apr 8, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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