Shanghai New Composite Index MEM Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
16.61%
decreased by 0.67%
1 Week
16.82%
decreased by 0.46%
1 Month
17.59%
increased by 0.31%
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 | |
|---|---|---|
| 0.0218 | 5.27 | |
| 0.1562 | 35.07 | |
| 0.8365 | 253.88 |
Estimation Period:
Jan 4, 2006 to Apr 30, 2026
Jan 4, 2006 to Apr 30, 2026
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