S&P/HKEx LargeCap Index MEM Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
24.83%
increased by 3.01%
1 Week
24.81%
increased by 2.99%
1 Month
24.76%
increased by 2.94%
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 | |
|---|---|---|
| 0.0335 | 6.20 | |
| 0.1501 | 34.96 | |
| 0.8356 | 265.85 |
Estimation Period:
Apr 14, 2003 to Apr 30, 2026
Apr 14, 2003 to Apr 30, 2026
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