Shanghai Stock Exchange Composite Index MEM Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:18.70% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0318 | 7.78 | |
| 0.2053 | 52.98 | |
| 0.7947 | 260.91 |
Estimation Period:
May 21, 1992 to Jan 30, 2026
May 21, 1992 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices