Clariant AG EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.57% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0378 | 16.44 | |
| 0.1456 | 25.15 | |
| 0.9797 | 811.04 | |
| -0.0441 | -9.69 |
Estimation Period:
Jun 30, 1995 to Feb 6, 2026
Jun 30, 1995 to Feb 6, 2026
News Impact Curve
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