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V-Lab

Clariant AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:65.93% (-5.02%)
Analysis last updated: Friday, February 13, 2026 at 08:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Clariant AG S0GARCH
paramt-stat
ω1.38884.38
α0.10365.49
β0.770920.91
γ1-0.0674-0.39
γ2-0.0500-0.21
γ30.43312.27
γ4-0.5046-2.43
γ50.21731.09
γ6-0.2315-1.06
γ70.52322.31
γ8-0.6046-2.52
γ90.71482.92
γ10-0.6933-3.52
Estimation Period:
Jul 9, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts