V-Lab
V-Lab
Shanghai Stock Exchange A Share Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:15.39% (+0.21%)

Analysis last updated: Monday, May 6, 2024 at 08:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Stock Exchange A Share Index APARCH
paramt-stat
ω0.014914.95
α0.071917.99
β0.9281371.99
γ0.10747.62
δ1.904126.39
Estimation Period:
May 21, 1992 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts