Shenzhen Stock Exchange New Index MEM Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
27.94%
decreased by 0.90%
1 Week
28.06%
decreased by 0.78%
1 Month
28.49%
decreased by 0.35%
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 | |
|---|---|---|
| 0.0644 | 6.46 | |
| 0.1860 | 32.30 | |
| 0.7976 | 218.53 |
Estimation Period:
Feb 16, 2006 to Apr 30, 2026
Feb 16, 2006 to Apr 30, 2026
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