V-Lab
China Tourism Grp Duty Free MEM Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:48.10% (+1.78%)
Analysis last updated: Sunday, April 21, 2024 at 12:13 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5788 | 2.23 | |
| 0.0785 | 4.07 | |
| 0.8695 | 77.29 |
Estimation Period:
Aug 25, 2022 to Apr 19, 2024
Aug 25, 2022 to Apr 19, 2024
News Impact Curve
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