Shanghai Chlor-Alkali Chemical Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:66.32% (-5.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4934 | 5.09 | |
| 0.1334 | 9.94 | |
| 0.8063 | 45.70 | |
| -0.0395 | -1.37 | |
| 0.0964 | 2.20 | |
| -0.0956 | -3.65 | |
| 0.0543 | 2.88 | |
| -0.0446 | -2.22 | |
| 0.1080 | 3.01 |
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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