V-Lab
COSCO SHIPPING Ports Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:31.79% (-1.00%)
Analysis last updated: Thursday, May 16, 2024 at 11:26 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.0608 | 15.31 | |
| 0.8380 | 106.25 | |
| 0.0638 | 13.39 | |
| 0.0549 | 3.26 | |
| 0.0443 | 4.48 | |
| 0.9485 | 79.21 |
Estimation Period:
Dec 19, 1994 to May 14, 2024
Dec 19, 1994 to May 14, 2024
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