Crimson Tide PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.40% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1927 | 6.13 | |
| 0.0136 | 4.36 | |
| 0.9587 | 253.90 | |
| 0.0180 | 2.68 |
Estimation Period:
Jan 8, 2007 to Feb 6, 2026
Jan 8, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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