Clariant AG MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.59% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0332 | 8.15 | |
| 0.8348 | 74.96 | |
| 0.0953 | 16.58 | |
| 0.0485 | 2.47 | |
| 0.0363 | 2.17 | |
| 0.9530 | 45.94 |
Estimation Period:
Jun 30, 1995 to Feb 6, 2026
Jun 30, 1995 to Feb 6, 2026
News Impact Curve
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