Shanxi Coal International Energy Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:51.40% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1309 | 15.95 | |
| 0.0755 | 18.44 | |
| 0.9288 | 476.80 | |
| -0.0324 | -5.52 |
Estimation Period:
Jul 31, 2003 to Feb 6, 2026
Jul 31, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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