Shanghai Stock Exchange 50 A Share Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:16.51% (+0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 13.18 | |
| 0.0699 | 24.16 | |
| 0.9290 | 369.96 | |
| 0.0477 | 3.09 | |
| 1.8068 | 30.97 |
Estimation Period:
Jan 1, 2004 to Feb 13, 2026
Jan 1, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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