Shenzhen Stock Exchange New Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.43% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0349 | 8.17 | |
| 0.0767 | 14.96 | |
| 0.9233 | 151.01 | |
| 0.1173 | 3.82 | |
| 1.2708 | 14.39 |
Estimation Period:
Feb 16, 2006 to Dec 31, 2025
Feb 16, 2006 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices