China Tourism Group Duty Free Corp Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.23% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 22.4554 | 7.59 | |
| 0.0609 | 56.90 | |
| 0.9983 | 4,643.24 | |
| 5.0454 | 24.98 |
Estimation Period:
Oct 15, 2009 to Feb 6, 2026
Oct 15, 2009 to Feb 6, 2026
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