V-Lab: CNOOC Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

CNOOC Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:33.02% (+2.80%)

Analysis last updated: Sunday, April 28, 2024 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1491	7.48
$α$	0.0762	7.76
$β$	0.9104	90.32
$γ_{1}$	0.0017	0.96

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

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Volatility Forecasts

Volatility Forecasts