Shanghai Chlor-Alkali Chemical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:65.40% (-3.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2648 | 29.53 | |
| 0.1331 | 29.16 | |
| 0.8627 | 286.60 | |
| -0.0304 | -4.26 |
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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