CNOOC Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.25% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1089 | 11.44 | |
| 0.0755 | 18.58 | |
| 0.8939 | 210.73 | |
| 0.0228 | 2.88 |
Estimation Period:
Feb 28, 2001 to Feb 6, 2026
Feb 28, 2001 to Feb 6, 2026
News Impact Curve
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