The Campbell's Company EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
24.27%
increased by 1.38%
1 Week
24.45%
increased by 1.56%
1 Month
25.06%
increased by 2.17%
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 | |
|---|---|---|
| 0.0305 | 12.91 | |
| 0.1513 | 32.60 | |
| 0.9730 | 544.16 | |
| -0.0399 | -8.73 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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