Crest Nicholson Holdings plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.00% (+2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0279 | 4.45 | |
| 0.1107 | 4.74 | |
| 0.7486 | 10.11 | |
| 0.5594 | 2.01 | |
| -0.7538 | -2.00 | |
| 0.1113 | 0.50 | |
| 0.5188 | 1.43 | |
| -1.0554 | -2.31 | |
| 1.0685 | 2.72 | |
| -0.6262 | -2.01 | |
| 0.1961 | 0.83 |
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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