V-Lab
V-Lab
Shenzhen Stock Exchange A Share Index APARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:26.17% (-0.63%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shenzhen Stock Exchange A Share Index APARCH
paramt-stat
ω0.025213.72
α0.067216.30
β0.9324299.22
γ0.10355.14
δ1.760326.04
Estimation Period:
Oct 5, 1992 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts