The Campbell's Company GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:39.43% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0893 | 21.04 | |
| 0.0638 | 17.52 | |
| 0.8697 | 244.24 | |
| 0.0660 | 9.47 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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