Shanghai Shenzhen CSI 300 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, July 3rd, 2026
1 Day
27.28%
decreased by 0.23%
1 Week
27.27%
decreased by 0.24%
1 Month
27.26%
decreased by 0.25%
Analysis last updated: Thursday, July 2, 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 | |
|---|---|---|
| 2.8414 | 4.70 | |
| 0.0505 | 48.32 | |
| 0.9957 | 1,235.32 | |
| 4.7532 | 14.84 |
Estimation Period:
Apr 8, 2005 to Jun 26, 2026
Apr 8, 2005 to Jun 26, 2026
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