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Sponsored AI Networking Cookbook: Practical recipes for AI-assisted network automation and development AI Networking Cookbook: Practical recipes for AI-assisted network automation and development

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Yuan-Yi Xu

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Open access Sep 2026

Incremental Predictive Information of Macroeconomic Variables for CSI 300 Volatility: Evidence from GARCH-MIDAS Models

Based on daily returns of the CSI 300 index and monthly macroeconomic variables from January 2005 to December 2025, this paper examines whether low-frequency macroeconomic information provides incremental value for stock market volatility forecasting. A GARCH-MIDAS model is employed to decompose daily return volatility...

Yuan-Yi Xu · 0 citations

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