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, June 10th, 2026
1 Day
18.49%
decreased by 0.31%
1 Week
18.92%
increased by 0.12%
1 Month
20.55%
increased by 1.75%
Analysis last updated: Tuesday, June 9, 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 | |
|---|---|---|
| 0.0319 | 7.82 | |
| 0.2068 | 53.13 | |
| 0.7932 | 259.72 |
Estimation Period:
May 21, 1992 to Jun 5, 2026
May 21, 1992 to Jun 5, 2026
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