V-Lab
V-Lab
Shenzhen Stock Exchange Component Index EGARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:21.38% (-0.93%)

Analysis last updated: Saturday, May 18, 2024 at 02:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shenzhen Stock Exchange Component Index EGARCH
paramt-stat
ω0.021114.94
α0.145023.68
β0.9863829.49
γ-0.0176-4.02
Estimation Period:
Dec 1, 2005 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts