Shanghai Stock Exchange 180 Index Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
18.44%
decreased by 0.87%
1 Week
18.65%
decreased by 0.66%
1 Month
19.43%
increased by 0.12%
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 | |
|---|---|---|
| 0.0215 | 20.75 | |
| 0.1365 | 29.46 | |
| 0.8366 | 281.01 | |
| 0.0446 | 6.30 |
Estimation Period:
Jul 1, 2002 to Apr 30, 2026
Jul 1, 2002 to Apr 30, 2026
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