China Shenhua Energy Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.82% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0432 | 12.23 | |
| 0.1792 | 27.64 | |
| 0.9760 | 486.53 | |
| 0.0223 | 4.47 |
Estimation Period:
Oct 9, 2007 to Feb 6, 2026
Oct 9, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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