Gap Inc/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:39.40% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0286 | 7.93 | |
| 0.0152 | 11.48 | |
| 0.9767 | 1,022.70 | |
| 0.0096 | 4.51 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities