V-Lab
V-Lab
Shenzhen Stock Exchange Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:20.64% (-0.79%)

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 MF2-GARCH
paramt-stat
m66
α0.079219.70
β0.7759112.99
γ0.057811.16
λ10.47244.47
λ20.883936.53
λ30.00000.00
Estimation Period:
Apr 3, 1991 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts