Shanghai Shenzhen CSI 300 Index Asy. MEM Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
20.81%
decreased by 1.17%
1 Week
20.98%
decreased by 1.00%
1 Month
21.61%
decreased by 0.37%
Analysis last updated: Friday, June 12, 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 | |
|---|---|---|
| 0.0258 | 20.64 | |
| 0.1328 | 24.22 | |
| 0.8378 | 245.92 | |
| 0.0453 | 5.71 |
Estimation Period:
Apr 8, 2005 to Jun 12, 2026
Apr 8, 2005 to Jun 12, 2026
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