China Tourism Grp Duty Free Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.29% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0995 | 8.07 | |
| 0.2012 | 2.50 | |
| 0.6016 | 4.58 | |
| 0.0181 | 0.83 |
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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