Church & Dwight Co Inc AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
25.10%
decreased by 0.88%
1 Week
25.21%
decreased by 0.77%
1 Month
25.58%
decreased by 0.40%
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 | |
|---|---|---|
| 0.0187 | 5.79 | |
| 0.0625 | 39.29 | |
| 0.9241 | 511.95 | |
| 0.6373 | 12.69 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other AGARCH Analyses on Equities