V-Lab
V-Lab
Shanghai Stock Exchange 180 Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:13.04% (-0.53%)

Analysis last updated: Friday, May 3, 2024 at 06:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Stock Exchange 180 Index AMEM
paramt-stat
ω0.019318.34
α0.123529.93
β0.8491299.49
γ0.04807.23
Estimation Period:
Jul 1, 2002 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts