Cnooc Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.62% (-2.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2469 | 2.23 | |
| 0.2255 | 2.34 | |
| 0.8303 | 38.25 | |
| -0.2141 | -2.12 |
Estimation Period:
Jul 26, 2023 to Feb 6, 2026
Jul 26, 2023 to Feb 6, 2026
News Impact Curve
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