Skip to main content
V-Lab

Crescent Steel & Allied Prod Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.42% (-1.32%)
Analysis last updated: Sunday, February 15, 2026 at 02:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Crescent Steel & Allied Prod SGARCH
paramt-stat
ω0.58294.53
α0.181113.08
β0.695629.52
γ1-0.5533-4.97
γ20.69394.57
γ3-0.1176-1.56
γ4-0.0901-1.25
γ50.17582.38
γ6-0.1939-2.88
γ70.17632.71
γ8-0.1935-2.89
γ90.20612.54
γ10-0.2507-1.63
Estimation Period:
Aug 8, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts