V-Lab
V-Lab
Shenzhen Stock Exchange A Share Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 13th, 2024:36.77% (-1.36%)

Analysis last updated: Tuesday, November 12, 2024 at 08:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shenzhen Stock Exchange A Share Index AGARCH
paramt-stat
ω0.033211.54
α0.072722.16
β0.9192262.02
γ0.27056.65
Estimation Period:
Oct 5, 1992 to Nov 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts