Clorox Co/The MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:24.53% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0778 | 16.36 | |
| 0.7961 | 105.68 | |
| 0.0502 | 7.69 | |
| 0.0261 | 2.72 | |
| 0.0676 | 4.97 | |
| 0.9204 | 50.81 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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