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V-Lab
V-Lab
Shanghai Stock Exchange Composite Index MEM Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:11.43% (-0.12%)
Analysis last updated: Thursday, December 4, 2025 at 08:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Stock Exchange Composite Index MEM
paramt-stat
ω0.03227.83
α0.205752.95
β0.7943259.48
Estimation Period:
May 21, 1992 to Nov 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts