China Coal Energy Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.66% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0921 | 12.06 | |
| 0.0618 | 14.83 | |
| 0.9250 | 338.84 | |
| 0.0024 | 0.34 |
Estimation Period:
Dec 19, 2006 to Feb 6, 2026
Dec 19, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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