V-Lab
V-Lab
Shanghai Stock Exchange Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:15.29% (-0.48%)

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 MF2-GARCH
paramt-stat
m101
α0.071618.24
β0.9137244.77
γ0.02646.16
λ110.00001.54
λ20.00000.00
λ30.36250.76
Estimation Period:
Jan 2, 1991 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts