Church & Dwight Co Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
25.41%
decreased by 0.53%
1 Week
25.46%
decreased by 0.48%
1 Month
25.66%
decreased by 0.28%
Analysis last updated: Friday, June 12, 2026 at 11:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0229 | 16.80 | |
| 0.0278 | 17.85 | |
| 0.9481 | 602.70 | |
| 0.0346 | 9.75 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other GJR-GARCH Analyses on Equities