Shanghai Shenzhen CSI 300 Index GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
19.34%
increased by 1.62%
1 Week
19.46%
increased by 1.74%
1 Month
19.93%
increased by 2.21%
Analysis last updated: Monday, June 8, 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 | |
|---|---|---|
| 0.0180 | 13.16 | |
| 0.0660 | 24.36 | |
| 0.9283 | 346.92 |
Estimation Period:
Apr 8, 2005 to Jun 5, 2026
Apr 8, 2005 to Jun 5, 2026
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