China Shenhua Energy Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.78% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1167 | 15.86 | |
| 0.0492 | 16.10 | |
| 0.9130 | 308.97 | |
| 0.0325 | 4.35 |
Estimation Period:
Jun 15, 2005 to Feb 6, 2026
Jun 15, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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