Croda International PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.14% (+4.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.6995 | 9.08 | |
| 0.0489 | 104.62 | |
| 0.9980 | 4,707.53 | |
| 2.8799 | 258.31 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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