COSCO SHIPPING Ports Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.15% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8209 | 4.73 | |
| 0.0919 | 7.75 | |
| 0.8536 | 41.19 | |
| 0.1008 | 1.31 | |
| -0.2473 | -2.23 | |
| 0.1712 | 2.18 | |
| 0.0900 | 1.19 | |
| -0.2419 | -2.87 | |
| 0.1507 | 1.52 | |
| 0.0126 | 0.12 | |
| -0.0013 | -0.01 | |
| -0.1279 | -1.67 | |
| 0.1420 | 2.81 |
Estimation Period:
Dec 19, 1994 to Jan 30, 2026
Dec 19, 1994 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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