China Tourism Grp Duty Free Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.39% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0593 | 6.29 | |
| 0.2058 | 2.52 | |
| 0.5986 | 4.67 | |
| -0.0220 | -0.22 |
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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