Clariant AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.49% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0820 | 10.13 | |
| 0.0415 | 11.01 | |
| 0.9377 | 364.01 | |
| 0.0229 | 3.38 |
Estimation Period:
Jul 9, 1999 to Feb 13, 2026
Jul 9, 1999 to Feb 13, 2026
News Impact Curve
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