Shanghai Stock Exchange 50 A Share Index MEM Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
15.10%
decreased by 0.64%
1 Week
15.42%
decreased by 0.32%
1 Month
16.55%
increased by 0.81%
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 | |
|---|---|---|
| 0.0281 | 6.61 | |
| 0.1582 | 38.48 | |
| 0.8322 | 259.50 |
Estimation Period:
Jan 1, 2004 to Apr 30, 2026
Jan 1, 2004 to Apr 30, 2026
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