Shanghai Stock Exchange 50 A Share Index Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:14.00% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 20.71 | |
| 0.1449 | 30.74 | |
| 0.8264 | 248.18 | |
| 0.0388 | 5.20 |
Estimation Period:
Jan 1, 2004 to Feb 13, 2026
Jan 1, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices