Shanghai New Composite Index Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
17.15%
decreased by 0.67%
1 Week
17.38%
decreased by 0.44%
1 Month
18.23%
increased by 0.41%
Analysis last updated: Friday, June 12, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 19.29 | |
| 0.1391 | 23.41 | |
| 0.8285 | 234.91 | |
| 0.0513 | 6.01 |
Estimation Period:
Jan 4, 2006 to Apr 30, 2026
Jan 4, 2006 to Apr 30, 2026
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