V-Lab
V-Lab
Shanghai Stock Exchange Composite Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:14.91% (-0.46%)

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 APARCH
paramt-stat
ω0.016315.18
α0.076317.38
β0.9237344.54
γ0.11188.07
δ1.895724.86
Estimation Period:
May 21, 1992 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts