Sinopec Shanghai Petrochemical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.55% (-2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1528 | 19.12 | |
| 0.0746 | 19.08 | |
| 0.8989 | 405.66 | |
| 0.0256 | 3.58 |
Estimation Period:
Jul 26, 1993 to Feb 6, 2026
Jul 26, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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