Shanghai Stock Exchange Composite Index APARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:11.46% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0193 | 13.38 | |
| 0.0787 | 17.77 | |
| 0.9213 | 321.69 | |
| 0.0970 | 6.75 | |
| 1.8453 | 26.51 |
Estimation Period:
May 21, 1992 to Dec 31, 2025
May 21, 1992 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices