Sinopec Shanghai Petrochemical Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.97% (-2.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6253 | 4.37 | |
| 0.1236 | 7.59 | |
| 0.8022 | 33.50 | |
| -0.1170 | -1.09 | |
| 0.1879 | 1.18 | |
| -0.0311 | -0.35 | |
| -0.0481 | -0.74 | |
| -0.1039 | -1.80 | |
| 0.3003 | 4.82 | |
| -0.4272 | -5.71 | |
| 0.4767 | 6.05 | |
| -0.4359 | -4.98 | |
| 0.4262 | 3.87 |
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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