Shenzhen Stock Exchange New Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.02% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0725 | 24.64 | |
| 0.1569 | 23.04 | |
| 0.7810 | 191.80 | |
| 0.0887 | 8.48 |
Estimation Period:
Feb 16, 2006 to Dec 31, 2025
Feb 16, 2006 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices