V-Lab
V-Lab
VF Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:56.07% (-1.45%)

Analysis last updated: Thursday, April 18, 2024 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of VF Corp GJR-GARCH
paramt-stat
ω0.055412.67
α0.014510.47
β0.9334473.11
γ0.077519.72
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts