Goldcrest Co Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
27.64%
decreased by 0.24%
1 Week
29.87%
increased by 1.99%
1 Month
32.54%
increased by 4.66%
Analysis last updated: Saturday, June 13, 2026 at 11:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.1352 | 20.47 | |
| 0.5507 | 42.56 | |
| 0.0238 | 2.18 | |
| 0.2817 | 0.94 | |
| 0.3095 | 2.62 | |
| 0.6527 | 4.06 |
Estimation Period:
Oct 14, 1998 to Jun 12, 2026
Oct 14, 1998 to Jun 12, 2026
Other Goldcrest Co Ltd Analyses
Other MF2-GARCH Analyses on International Equities