Church & Dwight Co Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.72% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 16.79 | |
| 0.0282 | 17.88 | |
| 0.9473 | 594.27 | |
| 0.0352 | 9.71 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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