V-Lab
V-Lab
Shanghai Stock Exchange B Share Index APARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:18.79% (-1.06%)

Analysis last updated: Friday, May 10, 2024 at 08:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Stock Exchange B Share Index APARCH
paramt-stat
ω0.112218.30
α0.164626.05
β0.8147165.48
γ0.02652.43
δ2.051829.31
Estimation Period:
Feb 21, 1992 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts