Crete Systems Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.99% (-4.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9045 | 5.21 | |
| 0.2100 | 7.50 | |
| 0.5663 | 12.92 | |
| -0.2497 | -3.32 | |
| 0.3641 | 3.40 | |
| -0.1555 | -1.90 | |
| 0.0677 | 0.71 | |
| -0.0859 | -0.89 | |
| 0.2277 | 2.34 | |
| -0.3632 | -2.70 |
Estimation Period:
Jan 23, 2006 to Feb 6, 2026
Jan 23, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Crete Systems Inc Analyses
Other Spline-GARCH Analyses on International Equities