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Sinopec Shanghai Petrochemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.05% (-3.27%)
Analysis last updated: Saturday, February 7, 2026 at 10:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sinopec Shanghai Petrochemical Co Ltd S0GARCH
paramt-stat
ω1.38596.04
α0.10118.59
β0.834448.52
γ10.20593.39
γ2-0.2864-3.13
γ30.02550.42
γ40.17283.22
γ5-0.2356-3.98
γ60.23013.44
γ7-0.2456-3.43
γ80.26493.46
γ9-0.2091-2.29
γ100.10421.37
Estimation Period:
Jul 26, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts