Church & Dwight Co Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.52% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 12.35 | |
| 0.1062 | 31.61 | |
| 0.9888 | 1,375.22 | |
| -0.0438 | -14.47 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities