V-Lab: Urban Outfitters Inc GJR-GARCH Volatility Analysis

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V-Lab

Urban Outfitters Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:38.94% (-0.28%)

Analysis last updated: Friday, May 17, 2024 at 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0912	10.89
$α$	0.0147	11.46
$β$	0.9657	705.93
$γ$	0.0202	8.36

Estimation Period:
Nov 9, 1993 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts