Skip to main content
V-Lab

Croda International PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.35% (-0.76%)
Analysis last updated: Saturday, February 7, 2026 at 01:06 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Croda International PLC SGARCH
paramt-stat
ω0.82336.77
α0.05625.81
β0.839026.68
γ1-0.1466-2.38
γ20.31403.27
γ3-0.2862-4.59
γ40.15913.13
γ5-0.0250-0.52
γ6-0.0768-1.91
γ70.08682.34
γ8-0.0038-0.11
γ90.00630.19
γ10-0.1148-1.68
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts