V-Lab
China Shenhua Energy Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:25.67% (-0.69%)
Analysis last updated: Wednesday, April 17, 2024 at 09:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0978 | 15.11 | |
| 0.0483 | 15.98 | |
| 0.9122 | 301.34 | |
| 0.0464 | 5.43 |
Estimation Period:
Jun 15, 2005 to Apr 12, 2024
Jun 15, 2005 to Apr 12, 2024
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