Neo Cremar Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.60% (-2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5565 | 3.04 | |
| 0.1417 | 3.13 | |
| 0.6704 | 7.11 | |
| 2.7079 | 0.69 | |
| -7.4259 | -1.10 | |
| 12.5256 | 3.11 | |
| -13.6371 | -5.03 | |
| 6.5627 | 1.95 | |
| 0.3852 | 0.11 | |
| -2.9146 | -0.83 | |
| 4.6764 | 1.41 | |
| -3.3729 | -1.19 | |
| -2.5030 | -0.74 |
Estimation Period:
Aug 22, 2019 to Feb 6, 2026
Aug 22, 2019 to Feb 6, 2026
News Impact Curve
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