Sinopec Shanghai Petrochemical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.98% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0589 | 14.36 | |
| 0.0978 | 19.05 | |
| 0.9170 | 285.67 | |
| -0.0386 | -5.29 |
Estimation Period:
Nov 8, 1993 to Feb 6, 2026
Nov 8, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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