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V-Lab

Shanghai Stock Exchange Composite Index MEM Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, April 20th, 2026

1 Day

12.13%

decreased by 0.75%

1 Week

12.77%

decreased by 0.11%

1 Month

15.07%

increased by 2.19%

Analysis last updated: Friday, April 17, 2026 at 08:12 AM UTC

Date Range:

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graph of Shanghai Stock Exchange Composite Index MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time