V-Lab
Shenhua International Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, August 23rd, 2017:192.05% (+0.56%)
Analysis last updated: Monday, March 1, 2021 at 08:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8471 | 0.00 | |
| 0.0000 | 0.00 | |
| 1.0000 | 0.79 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 15, 2009 to Jun 2, 2017
Sep 15, 2009 to Jun 2, 2017
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