COSCO SHIPPING Ports Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.52% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1237 | 20.14 | |
| 0.0638 | 18.17 | |
| 0.9034 | 372.54 | |
| 0.0373 | 5.42 |
Estimation Period:
Dec 19, 1994 to Jan 30, 2026
Dec 19, 1994 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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