China Oil & Gas Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.16% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3995 | 5.67 | |
| 0.0603 | 7.64 | |
| 0.9089 | 123.38 | |
| 0.0253 | 2.31 |
Estimation Period:
May 28, 1993 to Feb 6, 2026
May 28, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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