Shenzhen Stock Exchange New Index MEM Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.05% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0630 | 6.30 | |
| 0.1857 | 32.10 | |
| 0.7986 | 217.73 |
Estimation Period:
Feb 16, 2006 to Dec 31, 2025
Feb 16, 2006 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices