Compass Diversified Holdings Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:102.10% (+6.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5039 | 3.93 | |
| 0.0918 | 6.14 | |
| 0.8577 | 39.52 | |
| -0.2653 | -3.09 | |
| 0.3139 | 2.47 | |
| -0.0609 | -0.72 | |
| 0.1280 | 1.92 | |
| -0.2643 | -4.48 | |
| 0.4782 | 5.18 |
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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