Crane Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.76% (+3.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0946 | 8.86 | |
| 0.0995 | 6.79 | |
| 0.7877 | 29.48 | |
| -0.0638 | -1.89 | |
| 0.1601 | 2.93 | |
| -0.1582 | -3.20 | |
| 0.0459 | 0.91 | |
| 0.1007 | 1.92 | |
| -0.2122 | -4.35 | |
| 0.2315 | 5.20 | |
| -0.1403 | -2.75 | |
| 0.0559 | 0.96 | |
| -0.0544 | -0.67 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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