V-Lab: PVH Corp MF2-GARCH Volatility Analysis

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V-Lab

PVH Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:58.70% (-2.80%)

Analysis last updated: Friday, April 26, 2024 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0106	5.87
$β$	0.8615	172.17
$γ$	0.1312	29.24
$λ_{1}$	0.0277	2.42
$λ_{2}$	0.0135	3.08
$λ_{3}$	0.9828	165.93

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts