Sinopec Shanghai Petrochemical Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:51.70% (-2.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.9808 | 4.36 | |
| 0.0772 | 36.94 | |
| 0.9898 | 417.98 | |
| 5.2653 | 9.41 |
Estimation Period:
Jul 26, 1993 to Feb 6, 2026
Jul 26, 1993 to Feb 6, 2026
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