China Coal Energy Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:44.04% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0907 | 11.96 | |
| 0.0615 | 14.75 | |
| 0.9254 | 339.99 | |
| 0.0022 | 0.31 |
Estimation Period:
Dec 19, 2006 to Jan 30, 2026
Dec 19, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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