Shanghai Chlor-Alkali Chemical Co Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
18.68%
decreased by 0.90%
1 Week
19.97%
increased by 0.39%
1 Month
22.70%
increased by 3.12%
Analysis last updated: Friday, June 12, 2026 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.1441 | 28.62 | |
| 0.7527 | 116.23 | |
| 0.0128 | 1.94 | |
| 0.0257 | 4.39 | |
| 0.0677 | 4.51 | |
| 0.9290 | 57.93 |
Estimation Period:
Aug 20, 1992 to Jun 5, 2026
Aug 20, 1992 to Jun 5, 2026
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