V-Lab
V-Lab
Shanghai Stock Exchange Composite Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:16.06% (-0.62%)

Analysis last updated: Tuesday, May 7, 2024 at 08:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Stock Exchange Composite Index EGARCH
paramt-stat
ω0.016516.53
α0.150818.64
β0.99421732.01
γ-0.0182-5.00
Estimation Period:
May 21, 1992 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts