China Tourism Grp Duty Free GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:47.03% (-4.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4954 | 10.31 | |
| 0.2875 | 9.89 | |
| 0.5886 | 20.05 | |
| -0.1774 | -4.03 |
Estimation Period:
Aug 25, 2022 to Jan 30, 2026
Aug 25, 2022 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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