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V-Lab

Clariant AG Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:52.34% (-1.71%)
Analysis last updated: Thursday, February 12, 2026 at 12:40 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Clariant AG SGARCH
paramt-stat
ω0.36786.38
α0.07727.03
β0.862644.84
γ1-0.3327-3.99
γ20.52014.12
γ3-0.3995-4.77
γ40.44815.63
γ5-0.4415-5.63
γ60.26422.55
γ7-0.0456-0.35
γ80.03800.27
γ9-0.1384-1.03
γ100.24251.58
Estimation Period:
Jun 30, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts