COSCO SHIPPING Holdings Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.05% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0647 | 11.10 | |
| 0.7940 | 41.22 | |
| -0.0237 | -3.35 | |
| 1.5018 | 1.47 | |
| 0.8615 | 3.58 | |
| 0.0000 | 0.00 |
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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