Shanghai Stock Exchange A Share Index Asy. MEM Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
16.94%
decreased by 0.39%
1 Week
17.27%
decreased by 0.06%
1 Month
18.51%
increased by 1.18%
Analysis last updated: Friday, June 12, 2026 at 08:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0285 | 20.62 | |
| 0.1495 | 28.06 | |
| 0.8185 | 212.66 | |
| 0.0540 | 7.29 |
Estimation Period:
Jan 3, 1995 to Jun 12, 2026
Jan 3, 1995 to Jun 12, 2026
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