Shanghai Stock Exchange B Share Index Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
27.20%
increased by 2.33%
1 Week
27.99%
increased by 3.12%
1 Month
30.82%
increased by 5.95%
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 | |
|---|---|---|
| 0.1067 | 21.87 | |
| 0.3006 | 34.64 | |
| 0.6751 | 136.78 | |
| 0.0349 | 2.99 |
Estimation Period:
Jan 3, 1995 to Apr 30, 2026
Jan 3, 1995 to Apr 30, 2026
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