Shenzhen Stock Exchange B Share Index APARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:13.05% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0444 | 15.79 | |
| 0.0985 | 22.66 | |
| 0.8841 | 256.25 | |
| -0.0062 | -0.54 | |
| 2.2502 | 32.63 |
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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