Compass Diversified Holdings AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.96% (-2.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0249 | 4.99 | |
| 0.0769 | 34.21 | |
| 0.9189 | 370.98 | |
| 0.4483 | 7.09 |
Estimation Period:
May 11, 2006 to Feb 6, 2026
May 11, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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