V-Lab
V-Lab
China Tourism Grp Duty Free Asy. Power MEM Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:46.50% (-0.98%)

Analysis last updated: Thursday, April 18, 2024 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of China Tourism Grp Duty Free APMEM
paramt-stat
ω0.16802.73
α0.096612.32
β0.857263.19
γ-0.0991-1.40
δ0.92954.07
Estimation Period:
Aug 25, 2022 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts