Author(s)

Fei Wang

Corresponding Author

Fei Wang

Abstract

This paper conducts an empirical study on the volatility characteristic of public opinion evolution of coal mine safety incidents by using GARCH model. It finds that the volatility of public opinion evolution of coal mine safety incidents has cluster effect and ARCH effect. Hence, GARCH model and TARCH model are both applicable to the volatility analysis, while TARCH model is superior to GARCH model.

Keywords

GARCH model, Coal mine safety, Public opinion, Volatility.