Crocs Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.21% (-4.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.1138 | 5.61 | |
| 0.0788 | 3.17 | |
| 0.1699 | 7.93 | |
| 2.4772 | 0.26 | |
| 0.4359 | 0.31 | |
| 0.4163 | 0.21 |
Estimation Period:
Feb 8, 2006 to Feb 6, 2026
Feb 8, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equities