The Campbell's Company GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:37.09% (-2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0864 | 20.85 | |
| 0.0634 | 17.46 | |
| 0.8728 | 249.51 | |
| 0.0632 | 9.20 |
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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