Goldcrest Co Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
33.72%
decreased by 0.55%
1 Week
33.90%
decreased by 0.37%
1 Month
34.60%
increased by 0.33%
Analysis last updated: Saturday, June 13, 2026 at 11:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0433 | 12.87 | |
| 0.0396 | 16.48 | |
| 0.9517 | 706.01 | |
| 0.0092 | 1.97 |
Estimation Period:
Oct 14, 1998 to Jun 12, 2026
Oct 14, 1998 to Jun 12, 2026
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