I have an H&R single shot in 17 hmr. It's crazy accurate out to 100 yards, as long as there's not much wind. It is about the ultimate squirrel gun. IMO... much too light for coyotes. I'm not saying you can't kill coyotes with one... But from what I've seen using mine, I'd choose something more potent. For example, I shot a woodchuck at about 100 yards, right between the eyes. Left a quarter size hole on impact. Penetration was such that a finishing shot was required. Bullets move along at a good clip, but they are light and fragile and pretty much blow up on impact. (At least the Hornady 17 grain red tipped one does.) if I were targeting anything larger than a few pound animal and had to use the .17, I'd definitely choose a heavier, all metal bullet, not the 17 grain ballistic tip.
My .17 is about my favorite gun to shoot and the one I use the most. A head shot on a squirrel you can barely see without the scope is a blast.