Goldcrest Co Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
38.83%
increased by 0.46%
1 Week
38.96%
increased by 0.59%
1 Month
39.46%
increased by 1.09%
Analysis last updated: Thursday, May 21, 2026 at 08:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0461 | 12.96 | |
| 0.0415 | 16.33 | |
| 0.9497 | 679.80 | |
| 0.0090 | 1.87 |
Estimation Period:
Oct 14, 1998 to May 15, 2026
Oct 14, 1998 to May 15, 2026
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