Shanghai Shenzhen CSI 300 Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.08% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0172 | 12.42 | |
| 0.0710 | 22.15 | |
| 0.9290 | 338.57 | |
| 0.0251 | 1.52 | |
| 1.7911 | 31.61 |
Estimation Period:
Apr 8, 2005 to Feb 6, 2026
Apr 8, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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