COSCO SHIPPING Ports Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.68% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8028 | 4.62 | |
| 0.0929 | 7.80 | |
| 0.8518 | 40.85 | |
| 0.0902 | 1.17 | |
| -0.2329 | -2.10 | |
| 0.1659 | 2.13 | |
| 0.0925 | 1.24 | |
| -0.2454 | -2.94 | |
| 0.1553 | 1.57 | |
| 0.0109 | 0.10 | |
| -0.0036 | -0.04 | |
| -0.1258 | -1.64 | |
| 0.1419 | 2.81 |
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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