S&P / Hong Kong GEM Index Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
22.45%
decreased by 2.03%
1 Week
22.73%
decreased by 1.75%
1 Month
23.75%
decreased by 0.73%
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 | |
|---|---|---|
| 0.0422 | 24.57 | |
| 0.2428 | 33.58 | |
| 0.7678 | 199.57 | |
| -0.0383 | -3.95 |
Estimation Period:
Apr 14, 2003 to Apr 30, 2026
Apr 14, 2003 to Apr 30, 2026
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