The Campbell's Company GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
25.79%
increased by 3.02%
1 Week
25.77%
increased by 3.00%
1 Month
25.69%
increased by 2.92%
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 | |
|---|---|---|
| 0.0797 | 20.89 | |
| 0.0865 | 33.03 | |
| 0.8824 | 261.13 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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