V-Lab
V-Lab
Shenzhen Stock Exchange B Share Index EGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:16.53% (-0.94%)

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 EGARCH
paramt-stat
ω0.047920.23
α0.204924.15
β0.9746610.27
γ0.00741.35
Estimation Period:
Oct 5, 1992 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts