Calumet Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:84.09% (+46.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8610 | 4.54 | |
| 0.2528 | 7.22 | |
| 0.6363 | 19.06 | |
| 0.6786 | 3.36 | |
| -1.3815 | -4.29 | |
| 1.1840 | 4.57 | |
| -0.6740 | -2.99 | |
| 0.4191 | 1.88 | |
| -0.4775 | -2.30 | |
| 0.4794 | 2.32 | |
| -0.5692 | -2.84 | |
| 0.6314 | 2.94 | |
| -0.5630 | -1.67 |
Estimation Period:
Jan 26, 2006 to Feb 13, 2026
Jan 26, 2006 to Feb 13, 2026
News Impact Curve
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