China Coal Energy Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:38.24% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0918 | 12.05 | |
| 0.0614 | 14.84 | |
| 0.9253 | 340.68 | |
| 0.0027 | 0.38 |
Estimation Period:
Dec 19, 2006 to Feb 20, 2026
Dec 19, 2006 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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