Sinopec Shanghai Petrochemical Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:42.60% (-2.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0930 | 24.02 | |
| 0.7930 | 93.79 | |
| 0.0373 | 6.20 | |
| 0.0358 | 6.30 | |
| 0.0243 | 5.46 | |
| 0.9716 | 196.56 |
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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