Creas F & C Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
27.13%
decreased by 1.11%
1 Week
27.80%
decreased by 0.44%
1 Month
29.13%
increased by 0.89%
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 | |
|---|---|---|
| 0.7845 | 6.66 | |
| 0.1003 | 3.70 | |
| 0.7872 | 13.55 | |
| -0.0933 | -2.40 | |
| 0.1237 | 2.43 |
Estimation Period:
Oct 1, 2018 to May 15, 2026
Oct 1, 2018 to May 15, 2026
Other Creas F & C Co Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities