V-Lab
V-Lab
Gap Inc/The EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:48.43% (+1.13%)

Analysis last updated: Wednesday, May 1, 2024 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gap Inc/The EGARCH
paramt-stat
ω0.01387.12
α0.049318.37
β0.99511639.30
γ-0.0238-10.97
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts