Sinopec Shanghai Petrochemical Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.57% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.5678 | 3.94 | |
| 0.0927 | 47.86 | |
| 0.9897 | 386.32 | |
| 4.1045 | 18.61 |
Estimation Period:
Nov 8, 1993 to Feb 6, 2026
Nov 8, 1993 to Feb 6, 2026
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