V-Lab
V-Lab
Shanghai Stock Exchange Composite Index MEM Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:11.75% (-0.65%)

Analysis last updated: Tuesday, May 7, 2024 at 08:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Stock Exchange Composite Index MEM
paramt-stat
ω0.03137.47
α0.198252.19
β0.8018265.59
Estimation Period:
May 21, 1992 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts