V-Lab: COSCO SHIPPING Ports Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

COSCO SHIPPING Ports Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:39.85% (+2.53%)

Analysis last updated: Wednesday, May 1, 2024 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6492	3.87
$α$	0.0785	7.88
$β$	0.8836	51.75
$γ_{1}$	-0.0366	-0.70
$γ_{2}$	-0.0313	-0.45
$γ_{3}$	0.1692	4.36
$γ_{4}$	-0.2003	-5.18
$γ_{5}$	0.1606	4.00
$γ_{6}$	-0.0634	-1.74
$γ_{7}$	-0.0091	-0.33

Estimation Period:
Dec 19, 1994 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts