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V-Lab

Sinopec Shanghai Petrochemical Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.57% (-3.06%)
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 SGARCH
paramt-stat
ω1.44986.39
α0.10178.63
β0.831347.24
γ10.23113.91
γ2-0.3236-3.62
γ30.03990.67
γ40.17693.33
γ5-0.2533-4.35
γ60.25413.87
γ7-0.2739-3.88
γ80.30623.99
γ9-0.2896-3.03
γ100.30562.69
Estimation Period:
Jul 26, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts