Kailuan Energy Chemical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:54.35% (-2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1049 | 11.64 | |
| 0.0926 | 19.57 | |
| 0.9168 | 372.36 | |
| -0.0409 | -6.13 |
Estimation Period:
Jun 2, 2004 to Feb 6, 2026
Jun 2, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Kailuan Energy Chemical Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities