China Shenhua Energy Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:35.36% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8266 | 4.82 | |
| 0.0511 | 19.35 | |
| 0.9884 | 343.68 | |
| 6.2677 | 4.19 |
Estimation Period:
Jun 15, 2005 to Jan 30, 2026
Jun 15, 2005 to Jan 30, 2026
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