Clarkson PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.37% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6971 | 5.39 | |
| 0.2200 | 2.00 | |
| 0.0506 | 0.57 | |
| -6.5096 | -1.95 | |
| 6.8352 | 1.35 | |
| 2.2183 | 0.63 | |
| -2.8718 | -0.98 | |
| -2.8407 | -1.02 | |
| 5.8298 | 1.76 | |
| -4.6743 | -1.09 | |
| 7.6161 | 1.54 | |
| -13.5162 | -2.19 | |
| 11.4713 | 2.20 |
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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