China Tourism Group Duty Free Corp Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.24% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2047 | 23.50 | |
| 0.0991 | 43.58 | |
| 0.8727 | 382.75 | |
| -0.2379 | -3.42 |
Estimation Period:
Oct 15, 2009 to Feb 6, 2026
Oct 15, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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