Shanghai Chlor-Alkali Chemical Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:66.13% (-7.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0956 | 31.60 | |
| 0.2450 | 45.43 | |
| 0.9625 | 782.49 | |
| 0.0279 | 6.68 |
Estimation Period:
Nov 13, 1992 to Feb 6, 2026
Nov 13, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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