VF Corp EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
42.15%
increased by 0.21%
1 Week
42.13%
increased by 0.19%
1 Month
42.07%
increased by 0.13%
Analysis last updated: Tuesday, June 16, 2026 at 10:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 8.16 | |
| 0.1110 | 29.80 | |
| 0.9868 | 917.99 | |
| -0.0610 | -21.03 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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