Creas F & C Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
49.01%
increased by 0.82%
1 Week
49.00%
increased by 0.81%
1 Month
48.98%
increased by 0.79%
Analysis last updated: Friday, June 12, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 9.4974 | 3.11 | |
| 0.0842 | 18.94 | |
| 0.9581 | 68.33 | |
| 2.6444 | 14.34 |
Estimation Period:
Oct 1, 2018 to Jun 5, 2026
Oct 1, 2018 to Jun 5, 2026
Other Creas F & C Co Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities