Gap Inc/The GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
56.23%
decreased by 0.42%
1 Week
56.19%
decreased by 0.46%
1 Month
56.01%
decreased by 0.64%
Analysis last updated: Tuesday, June 16, 2026 at 10:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 7.81 | |
| 0.0150 | 11.57 | |
| 0.9778 | 1,067.41 | |
| 0.0087 | 4.23 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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