COSCO SHIPPING Development Co GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.52% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1666 | 13.02 | |
| 0.1383 | 15.64 | |
| 0.8647 | 187.64 | |
| -0.0550 | -4.35 |
Estimation Period:
Dec 12, 2007 to Feb 6, 2026
Dec 12, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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