China Shenhua Energy Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.23% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0888 | 12.77 | |
| 0.0812 | 16.73 | |
| 0.9063 | 248.93 | |
| -0.0147 | -1.74 |
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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