Shenzhen Stock Exchange Component Index MEM Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:18.39% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0699 | 6.50 | |
| 0.1773 | 29.07 | |
| 0.8035 | 208.32 |
Estimation Period:
Dec 1, 2005 to Feb 13, 2026
Dec 1, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices