V-Lab
V-Lab
Gap Inc/The EGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:47.15% (-0.11%)

Analysis last updated: Friday, April 19, 2024 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gap Inc/The EGARCH
paramt-stat
ω0.01397.13
α0.049318.36
β0.99511636.60
γ-0.0237-10.96
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts