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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0318 | 7.78 | |
| 0.2063 | 53.05 | |
| 0.7937 | 260.07 |
Estimation Period:
May 21, 1992 to Apr 17, 2026
May 21, 1992 to Apr 17, 2026
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