Shanghai Shenzhen CSI 300 Index MEM Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
20.35%
decreased by 0.97%
1 Week
20.50%
decreased by 0.82%
1 Month
21.06%
decreased by 0.26%
Analysis last updated: Friday, June 12, 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 | 5.90 | |
| 0.1488 | 36.32 | |
| 0.8443 | 264.49 |
Estimation Period:
Apr 8, 2005 to Jun 12, 2026
Apr 8, 2005 to Jun 12, 2026
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