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V-Lab

Cresco Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.41% (+7.80%)
Analysis last updated: Sunday, February 15, 2026 at 12:42 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cresco Ltd S0GARCH
paramt-stat
ω1.22728.21
α0.16876.59
β0.601911.13
γ1-0.0949-1.92
γ20.00290.04
γ30.26593.85
γ4-0.2560-2.65
γ50.09290.94
γ60.04390.62
γ7-0.1507-2.44
γ80.15312.32
γ9-0.0667-1.05
Estimation Period:
Jul 29, 1997 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts