CNOOC Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0629 | 16.90 | |
| 0.0668 | 28.80 | |
| 0.9219 | 370.08 |
Estimation Period:
Feb 27, 2001 to Mar 5, 2021
Feb 27, 2001 to Mar 5, 2021
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Depositary Receipts