V-Lab: COSCO SHIPPING Ports Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

COSCO SHIPPING Ports Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:41.96% (-1.32%)

Analysis last updated: Sunday, April 21, 2024 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6501	3.87
$α$	0.0785	7.89
$β$	0.8837	51.85
$γ_{1}$	-0.0360	-0.69
$γ_{2}$	-0.0325	-0.46
$γ_{3}$	0.1703	4.37
$γ_{4}$	-0.2010	-5.18
$γ_{5}$	0.1604	3.99
$γ_{6}$	-0.0625	-1.71
$γ_{7}$	-0.0100	-0.36

Estimation Period:
Dec 19, 1994 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts