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In this paper, the ARMA(0,6)-GARCH(1,1) and ARMA(2,6)-eGARCH(1,1) models areconstructed by applying ARMA and GARCH models to daily data of the CSI 300 andS&P 500 indices from 2018 to 2021, and the forecasts for the next 7 steps andthe corresponding VaR and ES are calculated. After testing the sensitivity ofthe models, the two index stocks are compared and the corresponding conclusionsare presented.

Forecasting and Analysis of CSI 300 Daily Index and S&P 500 Index Based on ARMA and GARCH Models