V-Lab
China Tourism Grp Duty Free AGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:48.06% (-2.09%)
Analysis last updated: Saturday, May 4, 2024 at 10:54 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.0248 | 20.25 | |
| 0.0636 | 4.69 | |
| 0.3147 | 11.00 | |
| -1.1816 | -3.43 |
Estimation Period:
Aug 25, 2022 to May 3, 2024
Aug 25, 2022 to May 3, 2024
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