  We investigate the probability distribution of the return intervals $\tau$
between successive 1-min volatilities of two Chinese indices exceeding a
certain threshold $q$. The Kolmogorov-Smirnov (KS) tests show that the two
indices exhibit multiscaling behavior in the distribution of $\tau$, which
follows a stretched exponential form $f_q(\tau/< \tau >)\sim e^{- a(\tau/ <
\tau >)^{\gamma}}$ with different correlation exponent $\gamma$ for different
threshold $q$, where $<\tau>$ is the mean return interval corresponding to a
certain value of $q$. An extended self-similarity analysis of the moments
provides further evidence of multiscaling in the return intervals.
