Crocs Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:51.70% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6655 | 4.10 | |
| 0.0643 | 3.64 | |
| 0.8359 | 13.61 | |
| 0.1160 | 0.41 | |
| -0.5797 | -1.37 | |
| 0.7780 | 2.41 | |
| -0.5386 | -1.98 | |
| 0.5444 | 2.51 | |
| -0.5644 | -2.50 | |
| 0.3799 | 1.33 | |
| -0.1951 | -0.76 | |
| 0.0842 | 0.36 | |
| -0.0431 | -0.21 |
Estimation Period:
Feb 8, 2006 to Feb 6, 2026
Feb 8, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on Equities