The Campbell's Company MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
30.55%
increased by 3.65%
1 Week
30.72%
increased by 3.82%
1 Month
29.91%
increased by 3.01%
Analysis last updated: Tuesday, June 9, 2026 at 09:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1208 | 18.15 | |
| 0.5103 | 27.06 | |
| 0.0957 | 9.31 | |
| 0.0829 | 0.98 | |
| 0.1847 | 1.27 | |
| 0.7830 | 4.36 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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