Shanghai Stock Exchange B Share Index MEM Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
26.63%
increased by 2.23%
1 Week
27.45%
increased by 3.05%
1 Month
30.40%
increased by 6.00%
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 | |
|---|---|---|
| 0.1067 | 5.27 | |
| 0.3178 | 23.72 | |
| 0.6759 | 142.29 |
Estimation Period:
Jan 3, 1995 to Apr 30, 2026
Jan 3, 1995 to Apr 30, 2026
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