China Tourism Grp Duty Free Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:61.52% (+8.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0823 | 8.11 | |
| 0.1956 | 2.48 | |
| 0.6131 | 4.79 | |
| 0.0144 | 0.67 |
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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