China Merchants Port Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.78% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 10.99 | |
| 0.1066 | 18.68 | |
| 0.9003 | 353.06 | |
| -0.0138 | -1.57 |
Estimation Period:
May 6, 1993 to Feb 6, 2026
May 6, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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