Tsingtao Brewery Co Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.82% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1635 | 20.89 | |
| 0.0964 | 32.92 | |
| 0.8891 | 303.23 |
Estimation Period:
Jul 15, 1993 to Feb 6, 2026
Jul 15, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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