The Campbell's Company APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.27% (-1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0448 | 16.45 | |
| 0.0899 | 32.15 | |
| 0.9044 | 279.57 | |
| 0.2819 | 11.84 | |
| 0.9918 | 24.10 |
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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