China Merchants Port Group Co., Ltd. Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.10% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5133 | 7.08 | |
| 0.1281 | 8.71 | |
| 0.7871 | 33.80 | |
| -0.0081 | -0.14 | |
| -0.0308 | -0.34 | |
| 0.1500 | 3.08 | |
| -0.2125 | -5.88 | |
| 0.1689 | 4.56 | |
| -0.1244 | -3.08 | |
| 0.0893 | 2.01 | |
| -0.1055 | -1.78 |
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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