Church & Dwight Co Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.70% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 16.79 | |
| 0.0283 | 17.86 | |
| 0.9472 | 593.48 | |
| 0.0353 | 9.72 |
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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