Shanghai Stock Exchange 50 A Share Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.61% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 12.83 | |
| 0.0706 | 24.28 | |
| 0.9289 | 368.91 | |
| 0.0470 | 3.05 | |
| 1.7985 | 30.94 |
Estimation Period:
Jan 1, 2004 to Dec 31, 2025
Jan 1, 2004 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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