COSCO SHIPPING Ports Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:26.42% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1231 | 20.19 | |
| 0.0637 | 18.19 | |
| 0.9037 | 374.06 | |
| 0.0370 | 5.39 |
Estimation Period:
Dec 19, 1994 to Feb 16, 2026
Dec 19, 1994 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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