Creas F & C Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
32.87%
decreased by 1.07%
1 Week
32.32%
decreased by 1.62%
1 Month
31.15%
decreased by 2.79%
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 | |
|---|---|---|
| 0.7861 | 6.69 | |
| 0.0994 | 3.69 | |
| 0.7894 | 13.77 | |
| -0.0935 | -2.45 | |
| 0.1243 | 2.49 |
Estimation Period:
Oct 1, 2018 to Jun 5, 2026
Oct 1, 2018 to Jun 5, 2026
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