Clariant AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.26% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0553 | 12.91 | |
| 0.0247 | 9.98 | |
| 0.9370 | 420.94 | |
| 0.0538 | 12.08 |
Estimation Period:
Jun 30, 1995 to Feb 6, 2026
Jun 30, 1995 to Feb 6, 2026
News Impact Curve
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