Crimson Tide PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.55% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4717 | 6.77 | |
| 0.0899 | 3.42 | |
| 0.5467 | 3.78 | |
| -0.7094 | -2.87 | |
| 1.5301 | 3.57 | |
| -1.5500 | -4.42 | |
| 1.4148 | 5.16 | |
| -1.2614 | -4.76 | |
| 1.1014 | 4.06 | |
| -0.9444 | -2.89 | |
| 0.6402 | 1.03 |
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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