Shanghai Chlor-Alkali Chemical Co Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
18.05%
decreased by 0.60%
1 Week
19.47%
increased by 0.82%
1 Month
22.41%
increased by 3.76%
Analysis last updated: Saturday, June 13, 2026 at 07:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.1445 | 28.60 | |
| 0.7516 | 115.94 | |
| 0.0132 | 1.99 | |
| 0.0255 | 4.38 | |
| 0.0678 | 4.52 | |
| 0.9289 | 57.91 |
Estimation Period:
Aug 20, 1992 to Jun 12, 2026
Aug 20, 1992 to Jun 12, 2026
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