Clarus Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:56.74% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0914 | 14.41 | |
| 0.0639 | 17.10 | |
| 0.9098 | 306.34 | |
| 0.0525 | 9.18 |
Estimation Period:
May 27, 1998 to Feb 13, 2026
May 27, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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