V-Lab: Gap Inc/The GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Gap Inc/The GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:49.92% (+1.24%)

Analysis last updated: Wednesday, May 1, 2024 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.7033	5.57
$α$	0.0373	57.85
$β$	0.9966	1674.90
$ν$	4	23.74

Estimation Period:
Jan 2, 1990 to Apr 26, 2024