China Tourism Grp Duty Free Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:61.47% (+8.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0803 | 6.48 | |
| 0.1958 | 2.47 | |
| 0.6130 | 4.78 | |
| 0.0124 | 0.13 |
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 Spline-GARCH Analyses on International Equities