Waldencast plc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:106.23% (+18.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3756 | 3.13 | |
| 0.1575 | 3.84 | |
| 0.7055 | 8.49 | |
| -5.2951 | -1.44 | |
| 20.7139 | 4.58 | |
| -29.1913 | -6.64 | |
| 20.1559 | 2.98 | |
| -11.2310 | -2.12 | |
| 7.9249 | 2.17 | |
| -3.9677 | -1.20 | |
| 0.9217 | 0.23 |
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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