Shenzhen Stock Exchange New Index Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:17.96% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0734 | 24.87 | |
| 0.1579 | 23.26 | |
| 0.7801 | 192.10 | |
| 0.0876 | 8.38 |
Estimation Period:
Feb 16, 2006 to Feb 13, 2026
Feb 16, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices