V-Lab
V-Lab
Shanghai Stock Exchange Composite Index MEM Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:12.28% (+1.15%)
Analysis last updated: Friday, July 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
ω0.03317.95
α0.207452.79
β0.7926254.95
Estimation Period:
May 21, 1992 to Jul 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts