CNOOC Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0733 | 17.17 | |
| 0.0743 | 35.76 | |
| 0.9106 | 424.52 | |
| 0.3768 | 8.04 |
Estimation Period:
Feb 27, 2001 to Mar 5, 2021
Feb 27, 2001 to Mar 5, 2021
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Depositary Receipts