Shanghai Chlor-Alkali Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.76% (-2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5913 | 7.21 | |
| 0.1528 | 9.42 | |
| 0.7672 | 33.45 | |
| 0.1462 | 3.06 | |
| -0.2884 | -3.73 | |
| 0.2571 | 5.04 | |
| -0.1955 | -4.90 | |
| 0.0907 | 1.97 | |
| 0.0407 | 0.85 | |
| -0.0776 | -1.84 | |
| 0.0322 | 0.99 |
Estimation Period:
Aug 20, 1992 to Feb 6, 2026
Aug 20, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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