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 Wednesday, May 6th, 2026
1 Day
11.56%
decreased by 0.74%
1 Week
12.23%
decreased by 0.07%
1 Month
14.61%
increased by 2.31%
Analysis last updated: Thursday, April 30, 2026 at 08:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0317 | 7.76 | |
| 0.2064 | 53.06 | |
| 0.7936 | 260.03 |
Estimation Period:
May 21, 1992 to Apr 30, 2026
May 21, 1992 to Apr 30, 2026
Other MEM Analyses on Equity Indices