Shenzhen Stock Exchange Composite Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.13% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2693 | 3.96 | |
| 0.1674 | 8.14 | |
| 0.7271 | 39.86 | |
| 0.0568 | 2.61 |
Estimation Period:
Sep 2, 1991 to Dec 31, 2025
Sep 2, 1991 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices