V-Lab
V-Lab
Shenzhen Stock Exchange New Index APARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:24.62% (-0.93%)

Analysis last updated: Saturday, April 27, 2024 at 05:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shenzhen Stock Exchange New Index APARCH
paramt-stat
ω0.02927.31
α0.067015.56
β0.9330165.72
γ0.13205.62
δ1.313512.70
Estimation Period:
Feb 16, 2006 to Apr 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts