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V-Lab

China Merchants Port Group Co., Ltd. Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.10% (-0.51%)
Analysis last updated: Tuesday, February 10, 2026 at 08:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Merchants Port Group Co., Ltd. SGARCH
paramt-stat
ω1.51337.08
α0.12818.71
β0.787133.80
γ1-0.0081-0.14
γ2-0.0308-0.34
γ30.15003.08
γ4-0.2125-5.88
γ50.16894.56
γ6-0.1244-3.08
γ70.08932.01
γ8-0.1055-1.78
Estimation Period:
May 5, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts