Compass Diversified Holdings GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:82.56% (-3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6648 | 6.15 | |
| 0.0693 | 52.99 | |
| 0.9935 | 1,008.67 | |
| 4.7597 | 19.80 |
Estimation Period:
May 11, 2006 to Feb 6, 2026
May 11, 2006 to Feb 6, 2026
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