China Tobacco International HK Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:61.38% (+15.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.2018 | 20.73 | |
| 0.6755 | 33.59 | |
| -0.1541 | -8.70 | |
| 0.0642 | 0.52 | |
| 0.0082 | 1.28 | |
| 0.9834 | 52.98 |
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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