V-Lab
V-Lab
Shenzhen Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:21.10% (-1.54%)

Analysis last updated: Saturday, May 18, 2024 at 02:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shenzhen Stock Exchange Composite Index GAS-GARCH-T
paramt-stat
ω4.29145.60
α0.099637.71
β0.9839342.21
ν513.64
Estimation Period:
Apr 3, 1991 to Apr 30, 2024