Shenzhen Stock Exchange Composite Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.71% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0554 | 14.76 | |
| 0.0997 | 24.56 | |
| 0.8983 | 223.02 | |
| 0.0710 | 3.51 | |
| 1.7118 | 25.31 |
Estimation Period:
Apr 3, 1991 to Dec 31, 2025
Apr 3, 1991 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices