Shenzhen Stock Exchange A Share Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.42% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0295 | 14.75 | |
| 0.0702 | 16.32 | |
| 0.9288 | 274.22 | |
| 0.0940 | 4.50 | |
| 1.7299 | 26.77 |
Estimation Period:
Oct 5, 1992 to Feb 6, 2026
Oct 5, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices