China Tourism Grp Duty Free MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:60.42% (+1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.3014 | 17.79 | |
| 0.5703 | 15.40 | |
| -0.1759 | -8.38 | |
| 6.7736 | 0.17 | |
| 0.1984 | 0.15 | |
| 0.2359 | 0.05 |
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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