V-Lab: CNOOC Ltd MF2-GARCH Volatility Analysis

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V-Lab

CNOOC Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:32.37% (+2.00%)

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
$m$	46
$α$	0.0605	21.46
$β$	0.8879	118.30
$γ$	0.0341	6.97
$λ_{1}$	0.0661	6.17
$λ_{2}$	0.0347	2.97
$λ_{3}$	0.9523	68.16

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

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