Shenzhen Stock Exchange New Index Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
29.10%
decreased by 0.75%
1 Week
29.20%
decreased by 0.65%
1 Month
29.53%
decreased by 0.32%
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 | |
|---|---|---|
| 0.0745 | 25.08 | |
| 0.1576 | 23.32 | |
| 0.7795 | 192.47 | |
| 0.0881 | 8.45 |
Estimation Period:
Feb 16, 2006 to Apr 30, 2026
Feb 16, 2006 to Apr 30, 2026
Other Asy. MEM Analyses on Equity Indices