V-Lab
V-Lab
Shenzhen Stock Exchange A Share Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 13th, 2024:35.93% (-0.88%)

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 EGARCH
paramt-stat
ω0.020414.39
α0.128316.79
β0.99051083.66
γ-0.0132-2.85
Estimation Period:
Oct 5, 1992 to Nov 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts