Shanghai Chlor-Alkali Chemical Co Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
23.15%
decreased by 0.84%
1 Week
23.81%
decreased by 0.18%
1 Month
26.23%
increased by 2.24%
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 | |
|---|---|---|
| 0.0658 | 16.31 | |
| 0.0895 | 18.08 | |
| 0.9028 | 336.73 | |
| 0.0111 | 1.46 |
Estimation Period:
Aug 20, 1992 to Jun 5, 2026
Aug 20, 1992 to Jun 5, 2026
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