Shanghai Chlor-Alkali Chemical Co Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
19.77%
increased by 0.25%
1 Week
20.73%
increased by 1.21%
1 Month
22.74%
increased by 3.22%
Analysis last updated: Thursday, May 21, 2026 at 06:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.1450 | 28.70 | |
| 0.7528 | 116.39 | |
| 0.0118 | 1.78 | |
| 0.0248 | 4.40 | |
| 0.0674 | 4.55 | |
| 0.9294 | 58.77 |
Estimation Period:
Aug 20, 1992 to May 15, 2026
Aug 20, 1992 to May 15, 2026
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