V-Lab: CNOOC Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

CNOOC Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:34.47% (+3.27%)

Analysis last updated: Sunday, April 28, 2024 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.3119	5.81
$α$	0.0714	36.73
$β$	0.9910	551.78
$ν$	7	6.53

Estimation Period:
Feb 28, 2001 to Apr 26, 2024