CNOOC Ltd MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0400 | 15.01 | |
| 0.9031 | 215.18 | |
| 0.0374 | 8.42 | |
| 0.3778 | 1.73 | |
| 0.3075 | 1.80 | |
| 0.6196 | 2.90 |
Estimation Period:
Feb 27, 2001 to Mar 8, 2021
Feb 27, 2001 to Mar 8, 2021
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Depositary Receipts