Shenzhen Stock Exchange Component Index MEM Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
30.61%
decreased by 0.41%
1 Week
30.59%
decreased by 0.43%
1 Month
30.52%
decreased by 0.50%
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 | |
|---|---|---|
| 0.0698 | 6.57 | |
| 0.1757 | 29.14 | |
| 0.8048 | 210.19 |
Estimation Period:
Dec 1, 2005 to Apr 30, 2026
Dec 1, 2005 to Apr 30, 2026
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