Shanghai Shenzhen CSI 300 Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
19.60%
decreased by 0.33%
1 Week
19.73%
decreased by 0.20%
1 Month
20.22%
increased by 0.29%
Analysis last updated: Friday, June 12, 2026 at 08:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 14.17 | |
| 0.0683 | 26.21 | |
| 0.9257 | 357.56 | |
| 0.0965 | 2.79 |
Estimation Period:
Apr 8, 2005 to Jun 12, 2026
Apr 8, 2005 to Jun 12, 2026
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