Shanghai Shenzhen CSI 300 Index MEM Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.19% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 5.82 | |
| 0.1483 | 36.13 | |
| 0.8449 | 263.30 |
Estimation Period:
Apr 8, 2005 to Feb 6, 2026
Apr 8, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices