Shanghai Stock Exchange Composite Index MEM Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:13.63% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0324 | 7.88 | |
| 0.2060 | 52.94 | |
| 0.7940 | 258.70 |
Estimation Period:
May 21, 1992 to Oct 31, 2025
May 21, 1992 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices