China Tourism Grp Duty Free Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:52.34% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0759 | 6.47 | |
| 0.1957 | 2.46 | |
| 0.6119 | 4.74 | |
| 0.0073 | 0.07 |
Estimation Period:
Aug 25, 2022 to Feb 16, 2026
Aug 25, 2022 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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