Waldencast plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:102.04% (-4.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3541 | 3.04 | |
| 0.1583 | 3.85 | |
| 0.7045 | 8.51 | |
| -5.8920 | -1.62 | |
| 21.4936 | 4.82 | |
| -29.4358 | -6.72 | |
| 20.2266 | 2.99 | |
| -11.2297 | -2.12 | |
| 7.8942 | 2.18 | |
| -3.9011 | -1.26 | |
| 0.7397 | 0.37 |
Estimation Period:
Mar 16, 2021 to Feb 6, 2026
Mar 16, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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