Tongcheng Travel Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:42.87% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6884 | 10.91 | |
| 0.0667 | 6.61 | |
| 0.8372 | 81.94 | |
| 0.0386 | 2.31 |
Estimation Period:
Nov 26, 2018 to Feb 6, 2026
Nov 26, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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