Shanghai Stock Exchange 50 A Share Index Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
15.85%
decreased by 0.12%
1 Week
16.18%
increased by 0.21%
1 Month
17.36%
increased by 1.39%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0299 | 20.46 | |
| 0.1460 | 31.10 | |
| 0.8259 | 249.31 | |
| 0.0382 | 5.15 |
Estimation Period:
Jan 1, 2004 to Apr 30, 2026
Jan 1, 2004 to Apr 30, 2026
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