Shanghai Stock Exchange A Share Index MEM Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
18.25%
decreased by 0.24%
1 Week
18.54%
increased by 0.05%
1 Month
19.61%
increased by 1.12%
Analysis last updated: Tuesday, June 9, 2026 at 08:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 6.03 | |
| 0.1746 | 43.89 | |
| 0.8202 | 218.65 |
Estimation Period:
Jan 3, 1995 to Jun 5, 2026
Jan 3, 1995 to Jun 5, 2026
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