V-Lab: Urban Outfitters Inc GJR-GARCH Volatility Analysis

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V-Lab

Urban Outfitters Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:44.04% (-0.32%)

Analysis last updated: Tuesday, April 23, 2024 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0878	10.81
$α$	0.0141	11.20
$β$	0.9668	723.63
$γ$	0.0200	8.55

Estimation Period:
Nov 9, 1993 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts