Abercrombie & Fitch Co GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:66.17% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1005 | 8.68 | |
| 0.0003 | 0.40 | |
| 0.9720 | 1,015.66 | |
| 0.0412 | 18.24 |
Estimation Period:
Sep 26, 1996 to Feb 13, 2026
Sep 26, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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