Ralph Lauren Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.23% (+1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0451 | 7.06 | |
| 0.1327 | 5.52 | |
| 0.7170 | 19.56 | |
| -0.0394 | -0.58 | |
| -0.0479 | -0.48 | |
| 0.2006 | 2.87 | |
| -0.1120 | -1.87 | |
| -0.1252 | -2.23 | |
| 0.2847 | 3.51 | |
| -0.2503 | -2.04 | |
| 0.1397 | 1.08 | |
| -0.1226 | -1.33 | |
| 0.1114 | 2.08 |
Estimation Period:
Jun 12, 1997 to Feb 20, 2026
Jun 12, 1997 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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