Shanghai Stock Exchange 180 Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:16.78% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0165 | 14.12 | |
| 0.0701 | 24.76 | |
| 0.9299 | 381.43 | |
| 0.0441 | 2.88 | |
| 1.7659 | 34.29 |
Estimation Period:
Jun 28, 2002 to Feb 13, 2026
Jun 28, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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