The Campbell's Company EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:33.51% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0312 | 13.02 | |
| 0.1539 | 32.72 | |
| 0.9722 | 530.10 | |
| -0.0402 | -8.63 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities