Shanghai Shenzhen CSI 300 Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
21.83%
increased by 0.16%
1 Week
22.06%
increased by 0.39%
1 Month
22.95%
increased by 1.28%
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 | |
|---|---|---|
| 0.0167 | 16.48 | |
| 0.1440 | 24.60 | |
| 0.9902 | 1,204.63 | |
| -0.0042 | -0.91 |
Estimation Period:
Apr 8, 2005 to Jun 12, 2026
Apr 8, 2005 to Jun 12, 2026
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