V-Lab
V-Lab
Shenzhen Stock Exchange B Share Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:21.74% (-4.34%)

Analysis last updated: Tuesday, April 30, 2024 at 08:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shenzhen Stock Exchange B Share Index GAS-GARCH-T
paramt-stat
ω5.75363.99
α0.164042.64
β0.9690125.07
ν342.63
Estimation Period:
Oct 5, 1992 to Apr 30, 2024