China Tourism Grp Duty Free GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:55.71% (-3.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.1863 | 9.91 | |
| 0.1005 | 9.61 | |
| 0.8550 | 39.10 | |
| 4.9493 | 2.36 |
Estimation Period:
Aug 25, 2022 to Feb 6, 2026
Aug 25, 2022 to Feb 6, 2026
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