China Shenhua Energy Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.85% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8512 | 4.83 | |
| 0.0514 | 19.41 | |
| 0.9882 | 338.43 | |
| 6.2383 | 4.21 |
Estimation Period:
Jun 15, 2005 to Feb 20, 2026
Jun 15, 2005 to Feb 20, 2026
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