Corporate Travel Management Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, August 25th, 2025:37.08% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3812 | 11.58 | |
| 0.0133 | 5.07 | |
| 0.8764 | 160.59 | |
| 0.1003 | 9.87 |
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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