V-Lab
V-Lab
Shanghai Stock Exchange A Share Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:13.00% (+0.41%)

Analysis last updated: Friday, May 17, 2024 at 08:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Shanghai Stock Exchange A Share Index MF2-GARCH
paramt-stat
m26
α0.075119.88
β0.772185.42
γ0.081213.62
λ10.00522.86
λ20.03165.27
λ30.9667140.73
Estimation Period:
Jan 2, 1992 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts