Shanghai Chlor-Alkali Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
18.56%
decreased by 0.96%
1 Week
19.77%
increased by 0.25%
1 Month
22.43%
increased by 2.91%
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 | |
|---|---|---|
| 1.5947 | 7.33 | |
| 0.1533 | 9.48 | |
| 0.7656 | 33.39 | |
| 0.1412 | 3.08 | |
| -0.2797 | -3.75 | |
| 0.2519 | 5.03 | |
| -0.1967 | -5.04 | |
| 0.1000 | 2.22 | |
| 0.0286 | 0.60 | |
| -0.0716 | -1.74 | |
| 0.0323 | 1.05 |
Estimation Period:
Aug 20, 1992 to Jun 5, 2026
Aug 20, 1992 to Jun 5, 2026
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