China Tourism Grp Duty Free GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:58.92% (+2.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4978 | 10.22 | |
| 0.2779 | 9.65 | |
| 0.5937 | 19.86 | |
| -0.1728 | -3.92 |
Estimation Period:
Aug 25, 2022 to Feb 13, 2026
Aug 25, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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