V-Lab
China Tourism Grp Duty Free GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:46.92% (+0.38%)
Analysis last updated: Thursday, April 18, 2024 at 10:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6362 | 5.37 | |
| 0.1289 | 2.88 | |
| 0.5764 | 8.24 | |
| -0.1289 | -2.65 |
Estimation Period:
Aug 25, 2022 to Apr 12, 2024
Aug 25, 2022 to Apr 12, 2024
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