V-Lab
Shanghai Stock Exchange 180 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:4.52% (-11.20%)
Analysis last updated: Saturday, May 18, 2024 at 02:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.7500 | 7499900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5000000.00 | |
| 2.0928 | 20927840.00 | |
| 0.0000 | 100.00 | |
| 0.9861 | 9861490.00 |
Estimation Period:
Jun 28, 2002 to Apr 30, 2024
Jun 28, 2002 to Apr 30, 2024