V-Lab
V-Lab
Shenzhen Stock Exchange New Index MEM Volatility Analysis
Volatility Prediction for Friday, November 8th, 2024:36.59% (+2.26%)

Analysis last updated: Friday, November 8, 2024 at 05:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shenzhen Stock Exchange New Index MEM
paramt-stat
ω0.05645.84
α0.175431.22
β0.8115218.73
Estimation Period:
Feb 16, 2006 to Sep 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts