V-Lab
V-Lab
Shenzhen Stock Exchange A Share Index APARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:39.14% (-1.48%)

Analysis last updated: Friday, November 8, 2024 at 08:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shenzhen Stock Exchange A Share Index APARCH
paramt-stat
ω0.029114.15
α0.070115.73
β0.9275276.44
γ0.08294.32
δ1.839326.54
Estimation Period:
Oct 5, 1992 to Nov 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts