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 Thursday, April 18th, 2024:43.20% (-1.83%)

Analysis last updated: Thursday, April 18, 2024 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6511	3.88
$α$	0.0786	7.89
$β$	0.8836	51.86
$γ_{1}$	-0.0353	-0.68
$γ_{2}$	-0.0337	-0.48
$γ_{3}$	0.1713	4.39
$γ_{4}$	-0.2016	-5.18
$γ_{5}$	0.1603	3.99
$γ_{6}$	-0.0618	-1.69
$γ_{7}$	-0.0105	-0.38

Estimation Period:
Dec 19, 1994 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts