V-Lab
PVH Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:77.01% (-2.93%)
Analysis last updated: Tuesday, April 23, 2024 at 09:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1698 | 15.15 | |
| 0.0106 | 8.52 | |
| 0.9182 | 372.78 | |
| 0.1023 | 16.78 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024