Clarus Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:60.23% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2934 | 3.93 | |
| 0.1899 | 7.06 | |
| 0.6884 | 17.97 | |
| -0.4406 | -5.65 | |
| 0.6076 | 5.87 | |
| -0.1154 | -1.75 | |
| -0.0703 | -0.97 | |
| 0.0618 | 0.81 | |
| -0.1638 | -1.83 | |
| 0.2296 | 2.64 | |
| -0.1017 | -1.47 | |
| -0.1819 | -2.08 |
Estimation Period:
May 27, 1998 to Feb 13, 2026
May 27, 1998 to Feb 13, 2026
News Impact Curve
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