China Tobacco International HK Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.28% (-3.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8941 | 9.77 | |
| 0.1180 | 9.00 | |
| 0.7980 | 61.60 | |
| -0.0525 | -2.81 |
Estimation Period:
Jun 12, 2019 to Feb 6, 2026
Jun 12, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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