The Campbell's Company GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.58% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0892 | 21.03 | |
| 0.0641 | 17.55 | |
| 0.8697 | 244.44 | |
| 0.0657 | 9.40 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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