Clarkson PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.64% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6966 | 5.36 | |
| 0.2276 | 2.08 | |
| 0.0080 | 0.23 | |
| -6.6071 | -2.03 | |
| 6.9381 | 1.40 | |
| 2.2470 | 0.64 | |
| -2.9243 | -1.01 | |
| -2.8461 | -1.04 | |
| 5.9597 | 1.82 | |
| -5.1066 | -1.21 | |
| 8.7474 | 1.72 | |
| -16.4052 | -2.37 | |
| 19.3574 | 2.15 |
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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