Shenzhen Stock Exchange A Share Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:19.62% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0294 | 14.74 | |
| 0.0702 | 16.33 | |
| 0.9288 | 274.64 | |
| 0.0941 | 4.51 | |
| 1.7298 | 26.78 |
Estimation Period:
Oct 5, 1992 to Feb 13, 2026
Oct 5, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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