Creema Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.17% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5957 | 10.79 | |
| 0.4602 | 20.09 | |
| 0.7441 | 31.29 | |
| 0.0321 | 1.67 |
Estimation Period:
Nov 27, 2020 to Feb 13, 2026
Nov 27, 2020 to Feb 13, 2026
News Impact Curve
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