China Tourism Grp Duty Free GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:58.48% (+0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4964 | 10.28 | |
| 0.2794 | 9.70 | |
| 0.5940 | 20.00 | |
| -0.1748 | -3.98 |
Estimation Period:
Aug 25, 2022 to Feb 20, 2026
Aug 25, 2022 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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