Shenzhen Stock Exchange Composite Index MEM Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:20.04% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2678 | 2.54 | |
| 0.1929 | 5.36 | |
| 0.7297 | 49.44 |
Estimation Period:
Sep 2, 1991 to Feb 13, 2026
Sep 2, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices