V-Lab: China Merchants Port Holdings Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

China Merchants Port Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:17.56% (-0.09%)

Analysis last updated: Wednesday, May 1, 2024 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5623	5.37
$α$	0.0704	5.38
$β$	0.8809	32.56
$γ_{1}$	0.1876	3.32
$γ_{2}$	-0.3143	-3.50
$γ_{3}$	0.1635	2.45
$γ_{4}$	0.0321	0.57
$γ_{5}$	-0.1597	-2.91
$γ_{6}$	0.1280	2.19
$γ_{7}$	-0.0512	-0.86
$γ_{8}$	0.0843	1.23
$γ_{9}$	-0.2662	-2.55

Estimation Period:
Jul 15, 1992 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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