China Tourism Group Duty Free Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:40.15% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1213 | 13.34 | |
| 0.0822 | 17.24 | |
| 0.9110 | 256.20 | |
| -0.0200 | -2.85 |
Estimation Period:
Oct 15, 2009 to Jan 30, 2026
Oct 15, 2009 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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