Shanghai Stock Exchange B Share Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.01% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1074 | 19.26 | |
| 0.1667 | 26.84 | |
| 0.8147 | 168.37 | |
| 0.0257 | 2.35 | |
| 2.0105 | 30.08 |
Estimation Period:
Feb 21, 1992 to Dec 31, 2025
Feb 21, 1992 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices