The Campbell's Company MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.40% (-5.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1215 | 18.23 | |
| 0.5145 | 27.35 | |
| 0.0947 | 9.23 | |
| 0.0805 | 1.00 | |
| 0.1808 | 1.29 | |
| 0.7880 | 4.57 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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