Shenzhen Stock Exchange Component Index MEM Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.87% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0694 | 6.45 | |
| 0.1768 | 28.97 | |
| 0.8042 | 208.40 |
Estimation Period:
Dec 1, 2005 to Dec 31, 2025
Dec 1, 2005 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices