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Crete Systems Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.85% (-3.90%)
Analysis last updated: Sunday, February 8, 2026 at 04:27 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Crete Systems Inc S0GARCH
paramt-stat
ω0.91465.26
α0.20967.59
β0.565413.01
γ1-0.2420-3.24
γ20.35143.29
γ3-0.1449-1.77
γ40.05350.56
γ5-0.0611-0.64
γ60.17552.14
γ7-0.2238-3.97
Estimation Period:
Jan 23, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts