Tongcheng Travel Holdings Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.70% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.0727 | 10.84 | |
| 0.8119 | 67.88 | |
| 0.0306 | 3.58 | |
| 1.6034 | 0.33 | |
| 0.0981 | 0.35 | |
| 0.7130 | 0.83 |
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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