Tsingtao Brewery Co Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
15.15%
decreased by 0.24%
1 Week
16.03%
increased by 0.64%
1 Month
18.14%
increased by 2.75%
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 | |
|---|---|---|
| 61 | ||
| 0.1076 | 29.56 | |
| 0.8255 | 120.48 | |
| -0.0200 | -3.57 | |
| 0.0272 | 3.70 | |
| 0.0455 | 4.39 | |
| 0.9495 | 80.44 |
Estimation Period:
Aug 27, 1993 to May 15, 2026
Aug 27, 1993 to May 15, 2026
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