CSI SmallCap 500 GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.86% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0368 | 14.06 | |
| 0.0710 | 18.86 | |
| 0.9182 | 240.81 |
Estimation Period:
Jan 15, 2007 to Dec 31, 2025
Jan 15, 2007 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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