Croda International Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.06% (+1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 3.94 | |
| 0.0000 | 0.00 | |
| 0.9591 | 436.33 | |
| 0.0819 | 12.35 |
Estimation Period:
Nov 2, 2009 to Feb 13, 2026
Nov 2, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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