Compass Diversified Holdings EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:69.81% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 8.93 | |
| 0.1494 | 31.52 | |
| 0.9900 | 880.03 | |
| -0.0476 | -10.41 |
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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