Church & Dwight Co Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.58% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 12.34 | |
| 0.1063 | 31.61 | |
| 0.9888 | 1,373.29 | |
| -0.0438 | -14.46 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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