S&P / Hong Kong GEM Index MEM Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
22.06%
decreased by 1.84%
1 Week
22.25%
decreased by 1.65%
1 Month
22.94%
decreased by 0.96%
Analysis last updated: Friday, June 12, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0436 | 9.90 | |
| 0.2155 | 43.49 | |
| 0.7708 | 207.93 |
Estimation Period:
Apr 14, 2003 to Apr 30, 2026
Apr 14, 2003 to Apr 30, 2026
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