Abstract:As the first listed futures of livestock products,China’s eggs price system tends to be perfect,but the price fluctuates frequently because of the information asymmetry in production and marketing,transportation loss and other factors.There is an urgent need to dynamically monitor the price of China’s eggs and strengthen early-warning,choose the optimal methods of monitoring and early-warning,so as to improve the accuracy of early-warning and guarantee the relative stability of eggs market.Based on the literature of relative researches at home and abroad,this paper chooses 4 important leading indicators with high contribution and 2 undetermined indicators from 18 mixed data affecting eggs price fluctuation by variable selection based on Time Difference Correlation Analysis and Variable Importance in Projection (VIP) technology,and discusses the precision of model prediction of C(n)-MIDAS,PDL and ARIMA including different indicators.Finally the selected models are employed to forecast the eggs price from Mar.to Dec.in 2021 combining the monitoring and early-warning threshold table of China’s agricultural products.It is found that,mixed data model has a comparative advantage in shortterm prediction of eggs price,the C(5)-MIDAS with the addition of egg futures price has the best prediction effect,and the newly published high-frequency data can be incorporated into the model in a timely manner to correct the prediction results and improve the prediction accuracy.The early-warning results obtained based on the C(n)-MIDAS model can quickly detect alarms,identify the alarm sources accurately,and capture the alarm situation yet to occur in advance.In the future,we could expand the scope and depth of eggs market monitoring and early-warning through strengthening the supervision of key indicators,enhancing the construction of monitoring and early-warning system of eggs covering all provinces and cities in China,and following the academic frontier and adopting the latest research methods in financial and economic industry in the egg industry,so as to ensure the smooth operation of egg industry.