Hutchison Port Holdings Trust MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 9th, 2026
1 Day
0.00%
decreased by 0.10%
1 Week
0.00%
decreased by 0.10%
1 Month
0.00%
decreased by 0.10%
Analysis last updated: Tuesday, June 9, 2026 at 08:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.8778 | 8,778,010.00 | |
| 0.0000 | 100.00 | |
| 0.2444 | 2,443,780.00 | |
| 0.0000 | 10.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.01 |
Estimation Period:
Apr 2, 2012 to Jun 5, 2026
Apr 2, 2012 to Jun 5, 2026
Other Hutchison Port Holdings Trust Analyses
Other MF2-GARCH Analyses on Units