VF Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:39.13% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 8.11 | |
| 0.1122 | 29.79 | |
| 0.9864 | 889.46 | |
| -0.0628 | -21.53 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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