Shanghai Chlor-Alkali Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:67.81% (-6.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5134 | 5.13 | |
| 0.1299 | 9.92 | |
| 0.8124 | 46.77 | |
| -0.0368 | -1.26 | |
| 0.0910 | 2.05 | |
| -0.0880 | -3.31 | |
| 0.0392 | 2.10 | |
| -0.0095 | -0.55 | |
| 0.0121 | 0.84 |
Estimation Period:
Nov 13, 1992 to Jan 30, 2026
Nov 13, 1992 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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