Corporate Travel Management Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, August 25th, 2025:30.27% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.1957 | 5.23 | |
| 0.0765 | 16.32 | |
| 0.9673 | 147.81 | |
| 4.3237 | 5.99 |
Estimation Period:
Dec 15, 2010 to Aug 22, 2025
Dec 15, 2010 to Aug 22, 2025
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