V-Lab
China Tourism Grp Duty Free GARCH Volatility Analysis
Volatility Prediction for Monday, April 15th, 2024:50.91% (+1.94%)
Analysis last updated: Saturday, April 13, 2024 at 11:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1192 | 2.69 | |
| 0.0375 | 3.30 | |
| 0.5520 | 3.52 |
Estimation Period:
Aug 25, 2022 to Apr 12, 2024
Aug 25, 2022 to Apr 12, 2024
News Impact Curve
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