Shanxi Coking Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:71.46% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1168 | 16.87 | |
| 0.0928 | 25.00 | |
| 0.9037 | 378.92 | |
| -0.0119 | -2.01 |
Estimation Period:
Aug 8, 1996 to Feb 6, 2026
Aug 8, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Shanxi Coking Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities