Shenzhen Stock Exchange Component Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.40% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0470 | 11.54 | |
| 0.0826 | 19.67 | |
| 0.9083 | 206.39 | |
| 0.0655 | 2.95 | |
| 1.7259 | 24.90 |
Estimation Period:
Dec 1, 2005 to Dec 31, 2025
Dec 1, 2005 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices