COSCO SHIPPING Ports Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.88% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0812 | 19.26 | |
| 0.8067 | 105.91 | |
| 0.0550 | 10.54 | |
| 0.0902 | 2.95 | |
| 0.0749 | 4.17 | |
| 0.9127 | 41.55 |
Estimation Period:
Dec 19, 1994 to Feb 6, 2026
Dec 19, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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