Shanghai Stock Exchange Composite Index MEM Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:12.99% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0317 | 7.77 | |
| 0.2054 | 52.99 | |
| 0.7946 | 260.94 |
Estimation Period:
May 21, 1992 to Feb 13, 2026
May 21, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices