V-Lab
V-Lab
Campbell Soup Co GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:22.21% (-0.77%)

Analysis last updated: Thursday, April 18, 2024 at 10:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Campbell Soup Co GJR-GARCH
paramt-stat
ω0.092820.54
α0.066217.26
β0.8628227.78
γ0.07319.66
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts