Ralph Lauren Corp GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
39.58%
decreased by 0.37%
1 Week
39.64%
decreased by 0.31%
1 Month
39.86%
decreased by 0.09%
Analysis last updated: Tuesday, June 16, 2026 at 10:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0918 | 11.56 | |
| 0.0129 | 12.08 | |
| 0.9479 | 448.80 | |
| 0.0520 | 11.84 |
Estimation Period:
Jun 12, 1997 to Jun 12, 2026
Jun 12, 1997 to Jun 12, 2026
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