CSI SmallCap 500 APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.70% (+0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0373 | 13.26 | |
| 0.0914 | 19.57 | |
| 0.9086 | 209.64 | |
| 0.1487 | 4.75 | |
| 1.3472 | 24.92 |
Estimation Period:
Jan 15, 2007 to Dec 31, 2025
Jan 15, 2007 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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