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Crest Nicholson Holdings plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.00% (+2.05%)
Analysis last updated: Sunday, February 8, 2026 at 04:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Crest Nicholson Holdings plc S0GARCH
paramt-stat
ω1.02794.45
α0.11074.74
β0.748610.11
γ10.55942.01
γ2-0.7538-2.00
γ30.11130.50
γ40.51881.43
γ5-1.0554-2.31
γ61.06852.72
γ7-0.6262-2.01
γ80.19610.83
Estimation Period:
Feb 12, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts