V-Lab
China Tourism Grp Duty Free GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:50.91% (+1.68%)
Analysis last updated: Sunday, May 19, 2024 at 12:16 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7669 | 2.50 | |
| 0.0327 | 2.94 | |
| 0.5849 | 3.74 |
Estimation Period:
Aug 25, 2022 to May 17, 2024
Aug 25, 2022 to May 17, 2024
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