Clarivate PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:50.61% (-14.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4764 | 13.27 | |
| 0.3247 | 6.34 | |
| 0.3353 | 13.70 | |
| 0.0242 | 0.30 |
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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