The Campbell's Company MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.84% (-4.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1203 | 18.23 | |
| 0.5207 | 28.00 | |
| 0.0959 | 9.42 | |
| 0.0785 | 1.02 | |
| 0.1738 | 1.31 | |
| 0.7955 | 4.86 |
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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