China Merchants Energy Shipping Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:56.57% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0886 | 13.90 | |
| 0.0789 | 18.93 | |
| 0.9251 | 376.53 | |
| -0.0330 | -5.82 |
Estimation Period:
Dec 1, 2006 to Jan 30, 2026
Dec 1, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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