Shanghai Chlor-Alkali Chemical Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.66% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 21.00 | |
| 0.1071 | 36.96 | |
| 0.9952 | 2,506.78 | |
| -0.0180 | -5.14 |
Estimation Period:
Aug 20, 1992 to Feb 6, 2026
Aug 20, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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