V-Lab
V-Lab
Shanghai Stock Exchange A Share Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:18.07% (+0.91%)

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 GAS-GARCH-T
paramt-stat
ω16.63146.24
α0.071395.04
β0.99906937.50
ν450.98
Estimation Period:
May 21, 1992 to Apr 30, 2024