Shenzhen Stock Exchange Composite Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:20.55% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0551 | 14.79 | |
| 0.0993 | 24.60 | |
| 0.8987 | 224.16 | |
| 0.0717 | 3.55 | |
| 1.7140 | 25.33 |
Estimation Period:
Apr 3, 1991 to Feb 13, 2026
Apr 3, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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