The Campbell's Company APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:33.51% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0436 | 16.33 | |
| 0.0888 | 32.10 | |
| 0.9060 | 284.00 | |
| 0.2795 | 11.69 | |
| 0.9886 | 23.96 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equities