Shanghai Shenzhen CSI 300 Index MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
16.35%
decreased by 1.04%
1 Week
16.27%
decreased by 1.12%
1 Month
17.13%
decreased by 0.26%
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 | |
|---|---|---|
| 26 | ||
| 0.0438 | 5.10 | |
| 0.6749 | 23.13 | |
| 0.0810 | 6.40 | |
| 0.0649 | 0.81 | |
| 0.2262 | 1.05 | |
| 0.7528 | 3.15 |
Estimation Period:
Apr 8, 2005 to May 15, 2026
Apr 8, 2005 to May 15, 2026
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