The Campbell's Company AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
22.11%
increased by 0.62%
1 Week
22.37%
increased by 0.88%
1 Month
23.18%
increased by 1.69%
Analysis last updated: Tuesday, June 9, 2026 at 09:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0738 | 17.07 | |
| 0.0931 | 35.01 | |
| 0.8708 | 260.33 | |
| 0.4644 | 13.24 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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