Clarivate PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:94.71% (-61.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9442 | 9.58 | |
| 0.4607 | 27.45 | |
| 0.6314 | 16.52 | |
| -0.0161 | -0.91 |
Estimation Period:
Jun 11, 2019 to Feb 6, 2026
Jun 11, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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