V-Lab
China Coal Energy Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:41.34% (-1.37%)
Analysis last updated: Thursday, May 16, 2024 at 11:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4320 | 7.04 | |
| 0.0655 | 6.20 | |
| 0.9185 | 70.94 | |
| 0.0080 | 2.19 |
Estimation Period:
Dec 19, 2006 to May 14, 2024
Dec 19, 2006 to May 14, 2024
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