Crest Nicholson Holdings plc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.76% (+3.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0966 | 12.00 | |
| 0.7322 | 23.56 | |
| 0.0340 | 2.58 | |
| 0.1515 | 1.23 | |
| 0.0423 | 1.19 | |
| 0.9356 | 18.77 |
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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