China Tourism Group Duty Free Corp Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.62% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3651 | 7.28 | |
| 0.0756 | 5.70 | |
| 0.8974 | 50.32 | |
| 0.0317 | 2.72 | |
| -0.0582 | -2.49 |
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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