CNOOC Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:38.53% (+1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1088 | 11.44 | |
| 0.0755 | 18.58 | |
| 0.8940 | 210.90 | |
| 0.0228 | 2.89 |
Estimation Period:
Feb 28, 2001 to Feb 16, 2026
Feb 28, 2001 to Feb 16, 2026
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