Clarus Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:76.05% (+23.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1531 | 21.90 | |
| 0.5589 | 42.62 | |
| 0.1637 | 12.51 | |
| 0.0417 | 3.03 | |
| 0.0362 | 6.79 | |
| 0.9602 | 156.87 |
Estimation Period:
May 27, 1998 to Feb 6, 2026
May 27, 1998 to Feb 6, 2026
News Impact Curve
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