Shanghai Shenzhen CSI 300 Index MEM Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
22.19%
increased by 0.62%
1 Week
22.31%
increased by 0.74%
1 Month
22.74%
increased by 1.17%
Analysis last updated: Monday, June 8, 2026 at 08:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0238 | 5.89 | |
| 0.1489 | 36.33 | |
| 0.8442 | 264.39 |
Estimation Period:
Apr 8, 2005 to Jun 5, 2026
Apr 8, 2005 to Jun 5, 2026
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