* Skunks and coyotes are both mammals belonging to the order Carnivora. This means they share a common ancestor that lived relatively recently in evolutionary terms. Within Carnivora, they are further grouped into the Caniformia suborder, which includes dogs, bears, seals, and weasels. This shared ancestry means skunks and coyotes have many similarities in their anatomy, physiology, and behavior.
* Bats are also mammals, but they belong to a different order called Chiroptera. This order diverged from the lineage that led to Carnivora very early in mammalian evolution.
Therefore, while all three animals are mammals, skunks and coyotes are more closely related because they share a more recent common ancestor within the Carnivora order.