Shanghai Shenzhen CSI 300 Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
19.28%
decreased by 0.67%
1 Week
19.34%
decreased by 0.61%
1 Month
19.80%
decreased by 0.15%
Analysis last updated: Friday, June 12, 2026 at 08:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0437 | 5.06 | |
| 0.6723 | 23.08 | |
| 0.0821 | 6.47 | |
| 0.0653 | 0.81 | |
| 0.2274 | 1.06 | |
| 0.7514 | 3.13 |
Estimation Period:
Apr 8, 2005 to Jun 12, 2026
Apr 8, 2005 to Jun 12, 2026
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