V-Lab
V-Lab
Shanghai Stock Exchange Composite Index GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:16.04% (+0.34%)

Analysis last updated: Friday, April 26, 2024 at 08:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Stock Exchange Composite Index GARCH
paramt-stat
ω0.014313.45
α0.075727.54
β0.9243347.86
Estimation Period:
May 21, 1992 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts