China Tourism Grp Duty Free EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:67.60% (+5.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5771 | 9.41 | |
| 0.3241 | 8.60 | |
| 0.7641 | 29.63 | |
| 0.1125 | 4.84 |
Estimation Period:
Aug 25, 2022 to Feb 20, 2026
Aug 25, 2022 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other China Tourism Grp Duty Free Analyses
Other EGARCH Analyses on International Equities