Shanghai Chlor-Alkali Chemical Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
126.42%
decreased by 18.66%
1 Week
140.96%
decreased by 4.12%
1 Month
187.03%
increased by 41.95%
Analysis last updated: Friday, June 12, 2026 at 07:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1,858.2070 | 6.66 | |
| 0.1333 | 207.59 | |
| 0.9957 | 1,550.91 | |
| 2.0077 | 24,188.69 |
Estimation Period:
Aug 20, 1992 to Jun 5, 2026
Aug 20, 1992 to Jun 5, 2026
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