V-Lab
V-Lab
China Shenhua Energy Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:24.69% (+0.61%)

Analysis last updated: Saturday, May 4, 2024 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Shenhua Energy Co Ltd S0GARCH
paramt-stat
ω1.09148.89
α0.07026.10
β0.910672.04
γ10.00091.47
Estimation Period:
Jun 15, 2005 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts