V-Lab
V-Lab
Shenzhen Stock Exchange B Share Index GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:13.02% (-0.35%)

Analysis last updated: Friday, April 19, 2024 at 08:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shenzhen Stock Exchange B Share Index GARCH
paramt-stat
ω0.041118.28
α0.106529.21
β0.8890252.50
Estimation Period:
Oct 5, 1992 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts