V-Lab
V-Lab
Shenzhen Stock Exchange B Share Index GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:13.38% (-0.20%)

Analysis last updated: Thursday, April 18, 2024 at 08:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shenzhen Stock Exchange B Share Index GARCH
paramt-stat
ω0.041318.28
α0.106629.21
β0.8889252.09
Estimation Period:
Oct 5, 1992 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts