China Tourism Grp Duty Free GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.65% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5237 | 10.22 | |
| 0.2854 | 9.81 | |
| 0.5853 | 19.51 | |
| -0.1768 | -4.00 |
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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