V-Lab
V-Lab
Shenzhen Stock Exchange B Share Index APARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:17.26% (-0.67%)

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 B Share Index APARCH
paramt-stat
ω0.043217.78
α0.099322.66
β0.8845255.93
γ0.00050.05
δ2.271032.22
Estimation Period:
Oct 5, 1992 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts