COSCO SHIPPING Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.32% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1102 | 14.69 | |
| 0.0743 | 18.57 | |
| 0.9237 | 328.94 | |
| -0.0170 | -2.56 |
Estimation Period:
Jul 1, 2005 to Feb 6, 2026
Jul 1, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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