Sinopec Shanghai Petrochemical Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.57% (-3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4498 | 6.39 | |
| 0.1017 | 8.63 | |
| 0.8313 | 47.24 | |
| 0.2311 | 3.91 | |
| -0.3236 | -3.62 | |
| 0.0399 | 0.67 | |
| 0.1769 | 3.33 | |
| -0.2533 | -4.35 | |
| 0.2541 | 3.87 | |
| -0.2739 | -3.88 | |
| 0.3062 | 3.99 | |
| -0.2896 | -3.03 | |
| 0.3056 | 2.69 |
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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