V-Lab: CNOOC Ltd GARCH Volatility Analysis

V-Lab

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V-Lab

CNOOC Ltd GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:29.81% (-0.78%)

Analysis last updated: Thursday, April 18, 2024 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0723	17.94
$α$	0.0764	30.31
$β$	0.9111	360.95

Estimation Period:
Feb 28, 2001 to Apr 12, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts