V-Lab
V-Lab
Shenzhen Stock Exchange A Share Index GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:27.01% (-0.41%)

Analysis last updated: Wednesday, April 24, 2024 at 08:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shenzhen Stock Exchange A Share Index GARCH
paramt-stat
ω0.028013.25
α0.063221.16
β0.9312283.20
Estimation Period:
Oct 5, 1992 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts