V-Lab
V-Lab
Shenzhen Stock Exchange B Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:13.90% (-0.42%)

Analysis last updated: Thursday, May 16, 2024 at 08:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shenzhen Stock Exchange B Share Index GJR-GARCH
paramt-stat
ω0.041218.36
α0.106218.42
β0.8893252.49
γ-0.0001-0.02
Estimation Period:
Oct 5, 1992 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts