Shenzhen Stock Exchange Composite Index MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
26.96%
decreased by 2.39%
1 Week
27.34%
decreased by 2.01%
1 Month
28.25%
decreased by 1.10%
Analysis last updated: Friday, June 5, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2684 | 2.54 | |
| 0.1931 | 5.35 | |
| 0.7291 | 49.39 |
Estimation Period:
Sep 2, 1991 to Apr 30, 2026
Sep 2, 1991 to Apr 30, 2026
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