V-Lab
V-Lab
Campbell Soup Co EGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:22.40% (-0.74%)

Analysis last updated: Thursday, April 25, 2024 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Campbell Soup Co EGARCH
paramt-stat
ω0.032912.72
α0.161332.34
β0.9704490.09
γ-0.0436-8.91
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts