Creas F & C Co Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
29.14%
decreased by 1.09%
1 Week
30.30%
increased by 0.07%
1 Month
32.33%
increased by 2.10%
Analysis last updated: Thursday, May 21, 2026 at 08:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.1162 | 9.42 | |
| 0.7323 | 52.05 | |
| -0.0237 | -1.96 | |
| 1.5785 | 0.10 | |
| 0.6981 | 0.09 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 1, 2018 to May 15, 2026
Oct 1, 2018 to May 15, 2026
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