China Merchants Port Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:26.65% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0736 | 18.57 | |
| 0.0467 | 22.53 | |
| 0.9316 | 525.44 | |
| 0.0247 | 4.99 |
Estimation Period:
Jul 15, 1992 to Feb 16, 2026
Jul 15, 1992 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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