Shanghai Stock Exchange 180 Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.36% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 13.94 | |
| 0.0702 | 24.65 | |
| 0.9298 | 379.82 | |
| 0.0422 | 2.77 | |
| 1.7719 | 34.31 |
Estimation Period:
Jun 28, 2002 to Dec 31, 2025
Jun 28, 2002 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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