Compass Diversified Holdings MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:72.50% (+2.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0411 | 12.81 | |
| 0.9025 | 167.88 | |
| 0.0691 | 10.79 | |
| 0.0098 | 6.63 | |
| 0.0286 | 8.12 | |
| 0.9707 | 264.92 |
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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