Clarkson PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.65% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1582 | 14.43 | |
| 0.1858 | 4.75 | |
| 0.0998 | 3.02 | |
| 0.0169 | 0.22 |
Estimation Period:
Apr 8, 2019 to Feb 6, 2026
Apr 8, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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