China Tourism Grp Duty Free MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.93% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.3203 | 17.35 | |
| 0.5741 | 19.02 | |
| -0.1872 | -8.62 | |
| 3.4163 | 0.03 | |
| 0.0000 | 0.00 | |
| 0.7160 | 0.08 |
Estimation Period:
Aug 25, 2022 to Feb 6, 2026
Aug 25, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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