Shanghai Stock Exchange A Share Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.47% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0177 | 13.76 | |
| 0.0738 | 18.35 | |
| 0.9262 | 348.21 | |
| 0.0932 | 6.36 | |
| 1.8559 | 28.48 |
Estimation Period:
May 21, 1992 to Feb 6, 2026
May 21, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices