V-Lab
Goldcrest Co Ltd GARCH Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
25.61%
decreased by 0.23%
1 Week
25.91%
increased by 0.07%
1 Month
27.05%
increased by 1.21%
Analysis last updated: Tuesday, August 11, 2026 at 08:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 14, 1998 to Aug 10, 2026Model Insight
With persistence 0.995, volatility shocks have a half-life of 152 trading days (~0.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0428 | 11.82*** |
α ARCH Response to squared shocks | 0.0431 | 28.24*** |
β GARCH Volatility persistence | 0.9524 | 686.17*** |
Persistence:
0.995
Half-life:
152 days
Other Goldcrest Co Ltd Analyses
Other GARCH Analyses on International Equities