Crocs Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:78.13% (-3.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7113 | 11.31 | |
| 0.0639 | 11.95 | |
| 0.8703 | 130.06 | |
| 0.0542 | 6.44 |
Estimation Period:
Feb 8, 2006 to Feb 13, 2026
Feb 8, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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