Creema Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.98% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9912 | 18.16 | |
| 0.3356 | 18.78 | |
| 0.5063 | 39.60 | |
| -0.4305 | -4.32 |
Estimation Period:
Nov 27, 2020 to Feb 13, 2026
Nov 27, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities