Skip to main content
V-Lab

Croda International PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.19% (-0.93%)
Analysis last updated: Sunday, February 8, 2026 at 03:53 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Croda International PLC S0GARCH
paramt-stat
ω0.91047.09
α0.05706.05
β0.851231.55
γ1-0.1056-1.71
γ20.24292.55
γ3-0.2335-3.82
γ40.12442.42
γ5-0.0100-0.20
γ6-0.0744-1.78
γ70.07541.97
γ80.01020.30
γ9-0.0236-0.83
γ10-0.0258-1.19
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts