CNOOC Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 15.21 | |
| 0.1418 | 31.09 | |
| 0.9870 | 1,246.22 | |
| -0.0253 | -5.40 |
Estimation Period:
Feb 27, 2001 to Mar 5, 2021
Feb 27, 2001 to Mar 5, 2021
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Depositary Receipts