V-Lab: Church & Dwight Co Inc MF2-GARCH Volatility Analysis

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V-Lab

Church & Dwight Co Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:15.03% (-0.68%)

Analysis last updated: Thursday, May 9, 2024 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0867	19.08
$β$	0.6499	51.04
$γ$	0.1151	12.61
$λ_{1}$	0.0176	1.77
$λ_{2}$	0.0541	2.67
$λ_{3}$	0.9395	39.63

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts