Shenzhen Stock Exchange New Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:19.85% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0346 | 8.19 | |
| 0.0763 | 15.03 | |
| 0.9237 | 152.37 | |
| 0.1190 | 3.87 | |
| 1.2723 | 14.45 |
Estimation Period:
Feb 16, 2006 to Feb 13, 2026
Feb 16, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices