Crest Nicholson Holdings plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.54% (+4.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4772 | 12.64 | |
| 0.0774 | 10.45 | |
| 0.8191 | 95.57 | |
| 0.0632 | 4.05 |
Estimation Period:
Feb 12, 2013 to Feb 6, 2026
Feb 12, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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