China Merchants China Direct Investments Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.53% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1707 | 24.66 | |
| 0.1845 | 19.82 | |
| 0.7638 | 150.74 | |
| 0.0512 | 3.18 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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