China Merchants Port Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:26.38% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0735 | 18.56 | |
| 0.0467 | 22.53 | |
| 0.9317 | 526.06 | |
| 0.0247 | 4.98 |
Estimation Period:
Jul 15, 1992 to Feb 20, 2026
Jul 15, 1992 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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