Shanghai Stock Exchange Composite Index Asy. 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, June 15th, 2026
1 Day
16.90%
decreased by 0.38%
1 Week
17.37%
increased by 0.09%
1 Month
19.17%
increased by 1.89%
Analysis last updated: Friday, June 12, 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 | |
|---|---|---|
| 0.0325 | 23.53 | |
| 0.1798 | 33.30 | |
| 0.7916 | 249.39 | |
| 0.0572 | 7.43 |
Estimation Period:
May 21, 1992 to Jun 12, 2026
May 21, 1992 to Jun 12, 2026
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