Shanghai New Composite Index MEM Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:13.12% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 5.25 | |
| 0.1546 | 34.85 | |
| 0.8383 | 254.09 |
Estimation Period:
Jan 4, 2006 to Feb 13, 2026
Jan 4, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices