Hutchison Port Holdings Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:27.43% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0737 | 11.33 | |
| 0.0549 | 12.18 | |
| 0.9073 | 221.82 | |
| 0.0377 | 4.19 |
Estimation Period:
Apr 2, 2012 to Dec 12, 2025
Apr 2, 2012 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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