V-Lab
V-Lab
China Tourism Grp Duty Free Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:47.52% (+1.73%)

Analysis last updated: Sunday, April 21, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of China Tourism Grp Duty Free APMEM
paramt-stat
ω0.17042.74
α0.096412.27
β0.856963.33
γ-0.1082-1.54
δ0.93514.11
Estimation Period:
Aug 25, 2022 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts