V-Lab: Ralph Lauren Corp GJR-GARCH Volatility Analysis

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V-Lab

Ralph Lauren Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:32.38% (-0.31%)

Analysis last updated: Thursday, April 25, 2024 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0736	10.11
$α$	0.0110	10.84
$β$	0.9556	455.71
$γ$	0.0454	10.91

Estimation Period:
Jun 12, 1997 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts