Shanghai Stock Exchange B Share Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.89% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1093 | 21.95 | |
| 0.3009 | 34.54 | |
| 0.6748 | 135.77 | |
| 0.0339 | 2.89 |
Estimation Period:
Jan 3, 1995 to Dec 31, 2025
Jan 3, 1995 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices