Shenzhen Stock Exchange Component Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:20.59% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0471 | 11.59 | |
| 0.0821 | 19.69 | |
| 0.9085 | 207.23 | |
| 0.0672 | 3.01 | |
| 1.7297 | 24.96 |
Estimation Period:
Dec 1, 2005 to Feb 13, 2026
Dec 1, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices