Corporate Travel Management Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, August 25th, 2025:35.85% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6508 | 11.23 | |
| 0.0958 | 18.85 | |
| 0.7965 | 68.15 |
Estimation Period:
Dec 15, 2010 to Aug 22, 2025
Dec 15, 2010 to Aug 22, 2025
News Impact Curve
Volatility Forecasts
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