Clarivate PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:109.38% (-36.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5209 | 12.97 | |
| 0.1012 | 5.39 | |
| 0.5322 | 19.85 | |
| 0.3197 | 7.04 |
Estimation Period:
Sep 7, 2018 to Feb 6, 2026
Sep 7, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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