Clariant AG Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:52.34% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3678 | 6.38 | |
| 0.0772 | 7.03 | |
| 0.8626 | 44.84 | |
| -0.3327 | -3.99 | |
| 0.5201 | 4.12 | |
| -0.3995 | -4.77 | |
| 0.4481 | 5.63 | |
| -0.4415 | -5.63 | |
| 0.2642 | 2.55 | |
| -0.0456 | -0.35 | |
| 0.0380 | 0.27 | |
| -0.1384 | -1.03 | |
| 0.2425 | 1.58 |
Estimation Period:
Jun 30, 1995 to Feb 6, 2026
Jun 30, 1995 to Feb 6, 2026
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