V-Lab
China Shenhua Energy Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:24.24% (-0.33%)
Analysis last updated: Thursday, May 9, 2024 at 12:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0308 | 15.94 | |
| 0.8966 | 177.83 | |
| 0.0737 | 17.13 | |
| 0.0437 | 5.62 | |
| 0.0295 | 5.01 | |
| 0.9621 | 129.59 |
Estimation Period:
Jun 15, 2005 to May 3, 2024
Jun 15, 2005 to May 3, 2024
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