Shanghai Chlor-Alkali Chemical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:23.89% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0662 | 16.22 | |
| 0.0896 | 18.01 | |
| 0.9026 | 335.55 | |
| 0.0114 | 1.49 |
Estimation Period:
Aug 20, 1992 to Feb 13, 2026
Aug 20, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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