Shanghai Chlor-Alkali Chemical Co Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
22.41%
decreased by 0.73%
1 Week
23.09%
decreased by 0.05%
1 Month
25.58%
increased by 2.44%
Analysis last updated: Saturday, June 13, 2026 at 07:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0655 | 16.28 | |
| 0.0895 | 18.08 | |
| 0.9028 | 337.01 | |
| 0.0110 | 1.45 |
Estimation Period:
Aug 20, 1992 to Jun 12, 2026
Aug 20, 1992 to Jun 12, 2026
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