Crocs Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:56.40% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6696 | 4.13 | |
| 0.0636 | 3.60 | |
| 0.8357 | 13.34 | |
| 0.1390 | 0.50 | |
| -0.6222 | -1.48 | |
| 0.8139 | 2.54 | |
| -0.5684 | -2.12 | |
| 0.5689 | 2.67 | |
| -0.5831 | -2.60 | |
| 0.3889 | 1.36 | |
| -0.1860 | -0.72 | |
| 0.0397 | 0.16 | |
| 0.0887 | 0.28 |
Estimation Period:
Feb 8, 2006 to Feb 6, 2026
Feb 8, 2006 to Feb 6, 2026
News Impact Curve
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