Shenzhen Stock Exchange Component Index Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
31.51%
decreased by 0.12%
1 Week
31.46%
decreased by 0.17%
1 Month
31.30%
decreased by 0.33%
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 | |
|---|---|---|
| 0.0746 | 21.78 | |
| 0.1523 | 24.44 | |
| 0.7957 | 193.60 | |
| 0.0631 | 6.24 |
Estimation Period:
Dec 1, 2005 to Apr 30, 2026
Dec 1, 2005 to Apr 30, 2026
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