COSCO SHIPPING Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.98% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0736 | 10.96 | |
| 0.0720 | 15.75 | |
| 0.9309 | 374.00 | |
| -0.0277 | -4.30 |
Estimation Period:
Jun 26, 2007 to Jan 30, 2026
Jun 26, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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