China Shenhua Energy Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:33.38% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1161 | 15.82 | |
| 0.0487 | 16.06 | |
| 0.9134 | 310.91 | |
| 0.0326 | 4.38 |
Estimation Period:
Jun 15, 2005 to Feb 20, 2026
Jun 15, 2005 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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