Goldcrest Co Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
45.84%
decreased by 5.76%
1 Week
40.86%
decreased by 10.74%
1 Month
35.64%
decreased by 15.96%
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 | |
|---|---|---|
| 76 | ||
| 0.1223 | 19.38 | |
| 0.5739 | 41.74 | |
| 0.0228 | 2.26 | |
| 0.8047 | 2.03 | |
| 0.8944 | 12.78 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 14, 1998 to May 15, 2026
Oct 14, 1998 to May 15, 2026
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