CNOOC Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.06% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1089 | 11.44 | |
| 0.0753 | 18.56 | |
| 0.8939 | 210.64 | |
| 0.0233 | 2.94 |
Estimation Period:
Feb 28, 2001 to Jan 30, 2026
Feb 28, 2001 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities