Compass Diversified Holdings GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:79.96% (+6.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0317 | 12.27 | |
| 0.0756 | 32.55 | |
| 0.9220 | 372.69 |
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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