V-Lab
V-Lab
Gap Inc/The AGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:46.27% (-0.55%)

Analysis last updated: Thursday, April 18, 2024 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gap Inc/The AGARCH
paramt-stat
ω0.03378.32
α0.023924.82
β0.97151005.69
γ0.42563.90
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts