V-Lab
Shenhua International Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, August 23rd, 2017:146.26% (-1.34%)
Analysis last updated: Monday, March 1, 2021 at 07:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0534 | 2.20 | |
| 0.1112 | 1.77 | |
| 0.5553 | 2.82 | |
| 0.0932 | 1.47 |
Estimation Period:
Sep 15, 2009 to Jun 2, 2017
Sep 15, 2009 to Jun 2, 2017
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