Shanghai Shenzhen CSI 300 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
17.21%
decreased by 0.71%
1 Week
17.32%
decreased by 0.60%
1 Month
17.72%
decreased by 0.20%
Analysis last updated: Thursday, May 21, 2026 at 07:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8275 | 4.68 | |
| 0.0504 | 48.70 | |
| 0.9957 | 1,227.71 | |
| 4.7206 | 15.05 |
Estimation Period:
Apr 8, 2005 to May 15, 2026
Apr 8, 2005 to May 15, 2026
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