China Travel International Investment Hong Kong Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.01% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2281 | 11.73 | |
| 0.1061 | 24.53 | |
| 0.8649 | 166.20 | |
| 0.0133 | 1.18 |
Estimation Period:
Nov 11, 1992 to Feb 6, 2026
Nov 11, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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