China Shenhua Energy Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.18% (+0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1163 | 15.84 | |
| 0.0489 | 16.08 | |
| 0.9133 | 310.55 | |
| 0.0326 | 4.38 |
Estimation Period:
Jun 15, 2005 to Feb 13, 2026
Jun 15, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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