Goldcrest Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
45.46%
decreased by 1.98%
1 Week
42.72%
decreased by 4.72%
1 Month
35.87%
decreased by 11.57%
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 | |
|---|---|---|
| 2.4336 | 7.99 | |
| 0.1046 | 5.62 | |
| 0.7990 | 24.10 | |
| 0.0350 | 3.89 | |
| -0.0472 | -3.41 | |
| 0.0161 | 1.54 | |
| 0.0006 | 0.08 |
Estimation Period:
Oct 14, 1998 to May 15, 2026
Oct 14, 1998 to May 15, 2026
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