V-Lab
V-Lab
Shanghai Stock Exchange B Share Index MEM Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:19.11% (-1.63%)

Analysis last updated: Saturday, April 27, 2024 at 05:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Stock Exchange B Share Index MEM
paramt-stat
ω0.11385.59
α0.316224.50
β0.6773138.22
Estimation Period:
Jan 3, 1995 to Apr 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts