V-Lab: China Coal Energy Co Ltd MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

China Coal Energy Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:37.76% (+0.01%)

Analysis last updated: Wednesday, May 1, 2024 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0636	9.33
$β$	0.7597	13.13
$γ$	-0.0019	-0.24
$λ_{1}$	0.3710	0.52
$λ_{2}$	0.2701	0.48
$λ_{3}$	0.6806	1.04

Estimation Period:
Dec 19, 2006 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts