Shanghai Chlor-Alkali Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
19.29%
increased by 0.27%
1 Week
20.29%
increased by 1.27%
1 Month
22.55%
increased by 3.53%
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 | |
|---|---|---|
| 1.5723 | 7.23 | |
| 0.1538 | 9.46 | |
| 0.7650 | 33.25 | |
| 0.1401 | 3.03 | |
| -0.2789 | -3.70 | |
| 0.2523 | 5.02 | |
| -0.1959 | -5.00 | |
| 0.0973 | 2.15 | |
| 0.0325 | 0.68 | |
| -0.0757 | -1.83 | |
| 0.0353 | 1.14 |
Estimation Period:
Aug 20, 1992 to May 15, 2026
Aug 20, 1992 to May 15, 2026
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