CNOOC Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0592 | 16.29 | |
| 0.0465 | 11.01 | |
| 0.9264 | 389.09 | |
| 0.0339 | 4.33 |
Estimation Period:
Feb 27, 2001 to Mar 5, 2021
Feb 27, 2001 to Mar 5, 2021
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts