The Campbell's Company EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:35.29% (+9.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0318 | 13.02 | |
| 0.1558 | 32.78 | |
| 0.9714 | 518.90 | |
| -0.0412 | -8.80 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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