V-Lab
V-Lab
Shanghai Stock Exchange Composite Index GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:15.70% (-0.47%)

Analysis last updated: Thursday, April 25, 2024 at 08:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Stock Exchange Composite Index GARCH
paramt-stat
ω0.014413.46
α0.075827.53
β0.9242347.59
Estimation Period:
May 21, 1992 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts