The Campbell's Company GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:34.49% (-1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0824 | 21.02 | |
| 0.0883 | 33.06 | |
| 0.8794 | 253.80 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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