Croda International PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.48% (+1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0604 | 13.14 | |
| 0.0263 | 13.55 | |
| 0.9248 | 386.30 | |
| 0.0648 | 12.45 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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