Shanghai Shenzhen CSI 300 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
21.98%
increased by 0.19%
1 Week
22.02%
increased by 0.23%
1 Month
22.20%
increased by 0.41%
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 | |
|---|---|---|
| 2.8395 | 4.69 | |
| 0.0505 | 48.40 | |
| 0.9957 | 1,232.27 | |
| 4.7498 | 14.85 |
Estimation Period:
Apr 8, 2005 to Jun 12, 2026
Apr 8, 2005 to Jun 12, 2026
Other GAS-GARCH Student T Analyses on Equity Indices