V-Lab
China Tourism Grp Duty Free EGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:50.01% (-4.29%)
Analysis last updated: Saturday, May 4, 2024 at 10:54 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5470 | 4.55 | |
| -0.0050 | -0.25 | |
| 0.7620 | 16.81 | |
| 0.1112 | 5.77 |
Estimation Period:
Aug 25, 2022 to May 3, 2024
Aug 25, 2022 to May 3, 2024
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