V-Lab
V-Lab
Shanghai Stock Exchange B Share Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:16.48% (-1.59%)

Analysis last updated: Friday, May 10, 2024 at 08:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Stock Exchange B Share Index AMEM
paramt-stat
ω0.113721.48
α0.299333.96
β0.6770133.59
γ0.03322.78
Estimation Period:
Jan 3, 1995 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts