The Campbell's Company AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.73% (-2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0779 | 17.34 | |
| 0.0959 | 35.01 | |
| 0.8661 | 250.39 | |
| 0.4623 | 13.23 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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