Shanghai Chlor-Alkali Chemical Co Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
19.69%
increased by 0.19%
1 Week
20.47%
increased by 0.97%
1 Month
23.27%
increased by 3.77%
Analysis last updated: Thursday, May 21, 2026 at 06:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0649 | 16.11 | |
| 0.0898 | 18.07 | |
| 0.9029 | 336.76 | |
| 0.0107 | 1.41 |
Estimation Period:
Aug 20, 1992 to May 15, 2026
Aug 20, 1992 to May 15, 2026
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