V-Lab
China Tourism Grp Duty Free MEM Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:44.87% (-0.81%)
Analysis last updated: Wednesday, May 1, 2024 at 10:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5309 | 2.09 | |
| 0.0788 | 4.15 | |
| 0.8726 | 80.96 |
Estimation Period:
Aug 25, 2022 to Apr 30, 2024
Aug 25, 2022 to Apr 30, 2024
News Impact Curve
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