China Merchants Port Group Co., Ltd. MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.05% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1237 | 29.22 | |
| 0.8082 | 129.02 | |
| -0.0165 | -2.78 | |
| 0.0032 | 1.76 | |
| 0.0093 | 7.76 | |
| 0.9901 | 687.58 |
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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