The Campbell's Company GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.32% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0851 | 21.23 | |
| 0.0901 | 33.16 | |
| 0.8766 | 248.39 |
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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