Tsingtao Brewery Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
14.14%
decreased by 0.41%
1 Week
14.78%
increased by 0.23%
1 Month
17.06%
increased by 2.51%
Analysis last updated: Thursday, May 21, 2026 at 06:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 10.5646 | 5.33 | |
| 0.0649 | 77.15 | |
| 0.9962 | 1,561.46 | |
| 4.2555 | 32.12 |
Estimation Period:
Aug 27, 1993 to May 15, 2026
Aug 27, 1993 to May 15, 2026
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