Shenzhen Stock Exchange Component Index Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:18.65% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0746 | 21.70 | |
| 0.1539 | 24.54 | |
| 0.7943 | 192.10 | |
| 0.0632 | 6.20 |
Estimation Period:
Dec 1, 2005 to Feb 13, 2026
Dec 1, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices