CNOOC Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:39.20% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1253 | 5.06 | |
| 0.1437 | 9.32 | |
| 0.8797 | 86.61 | |
| -0.1165 | -7.12 |
Estimation Period:
Apr 21, 2022 to Feb 13, 2026
Apr 21, 2022 to Feb 13, 2026
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