Shanghai Shenzhen CSI 300 Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, July 3rd, 2026
1 Day
26.81%
decreased by 1.44%
1 Week
25.75%
decreased by 2.50%
1 Month
25.49%
decreased by 2.76%
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 | |
|---|---|---|
| 26 | ||
| 0.0435 | 5.04 | |
| 0.6736 | 23.23 | |
| 0.0822 | 6.49 | |
| 0.0654 | 0.81 | |
| 0.2274 | 1.06 | |
| 0.7514 | 3.12 |
Estimation Period:
Apr 8, 2005 to Jun 26, 2026
Apr 8, 2005 to Jun 26, 2026
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