V-Lab
CNOOC Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:29.54% (-0.66%)
Analysis last updated: Sunday, April 21, 2024 at 12:40 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0740 | 16.23 | |
| 0.0599 | 16.08 | |
| 0.9128 | 375.95 | |
| 0.0296 | 3.63 |
Estimation Period:
Feb 28, 2001 to Apr 19, 2024
Feb 28, 2001 to Apr 19, 2024