China Shenhua Energy Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.80% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1134 | 15.67 | |
| 0.0480 | 16.04 | |
| 0.9147 | 315.31 | |
| 0.0325 | 4.42 |
Estimation Period:
Jun 15, 2005 to Jan 30, 2026
Jun 15, 2005 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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