China Tourism Grp Duty Free GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:58.09% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.3041 | 9.37 | |
| 0.0959 | 10.04 | |
| 0.8685 | 39.79 | |
| 4.9515 | 2.34 |
Estimation Period:
Aug 25, 2022 to Feb 16, 2026
Aug 25, 2022 to Feb 16, 2026
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