Shenzhen Stock Exchange Composite Index Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
26.84%
decreased by 2.29%
1 Week
27.25%
decreased by 1.88%
1 Month
28.24%
decreased by 0.89%
Analysis last updated: Friday, June 5, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2701 | 3.97 | |
| 0.1675 | 8.20 | |
| 0.7263 | 39.79 | |
| 0.0568 | 2.65 |
Estimation Period:
Sep 2, 1991 to Apr 30, 2026
Sep 2, 1991 to Apr 30, 2026
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