Clarkson PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.02% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0819 | 15.54 | |
| 0.0482 | 15.44 | |
| 0.9330 | 343.53 | |
| 0.0071 | 1.48 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities