Clariant AG Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:60.91% (+6.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4406 | 4.33 | |
| 0.0950 | 5.39 | |
| 0.8031 | 22.85 | |
| -0.0208 | -0.12 | |
| -0.1296 | -0.52 | |
| 0.5005 | 2.46 | |
| -0.5697 | -2.56 | |
| 0.2759 | 1.30 | |
| -0.2895 | -1.25 | |
| 0.5962 | 2.50 | |
| -0.7278 | -2.85 | |
| 0.9646 | 3.11 | |
| -1.3112 | -2.52 |
Estimation Period:
Jul 9, 1999 to Feb 6, 2026
Jul 9, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities