Compass Diversified Holdings GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:76.02% (+6.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 9.67 | |
| 0.0461 | 16.39 | |
| 0.9236 | 392.01 | |
| 0.0555 | 8.66 |
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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