V-Lab
V-Lab
Shanghai Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:15.05% (-0.44%)

Analysis last updated: Tuesday, April 30, 2024 at 08:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Stock Exchange Composite Index GJR-GARCH
paramt-stat
ω0.015014.22
α0.061816.43
β0.9223326.02
γ0.03186.33
Estimation Period:
May 21, 1992 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts