V-Lab
China Tourism Grp Duty Free GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:47.85% (-1.20%)
Analysis last updated: Wednesday, May 1, 2024 at 10:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4318 | 5.61 | |
| 0.1286 | 2.96 | |
| 0.5922 | 9.26 | |
| -0.1286 | -2.71 |
Estimation Period:
Aug 25, 2022 to Apr 30, 2024
Aug 25, 2022 to Apr 30, 2024
News Impact Curve
Volatility Forecasts
Other China Tourism Grp Duty Free Analyses