V-Lab
China Tourism Grp Duty Free APARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:49.12% (-1.73%)
Analysis last updated: Wednesday, May 1, 2024 at 10:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 2.89 | |
| 0.0411 | 0.25 | |
| 0.7307 | 15.06 | |
| -1.0000 | -0.16 | |
| 1.2773 | 5.60 |
Estimation Period:
Aug 25, 2022 to Apr 30, 2024
Aug 25, 2022 to Apr 30, 2024
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