China Merchants Port Group Co., Ltd. GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.36% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1606 | 20.86 | |
| 0.1034 | 21.75 | |
| 0.8784 | 285.95 | |
| 0.0041 | 0.52 |
Estimation Period:
May 5, 1993 to Feb 6, 2026
May 5, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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