Abercrombie & Fitch Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:60.01% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1587 | 5.76 | |
| 0.0712 | 5.00 | |
| 0.7982 | 19.58 | |
| 0.1707 | 2.64 | |
| -0.3472 | -3.54 | |
| 0.2584 | 3.55 | |
| -0.0158 | -0.26 | |
| -0.1380 | -1.97 | |
| 0.0829 | 0.83 | |
| 0.0389 | 0.35 | |
| -0.1177 | -1.22 | |
| 0.1046 | 1.29 | |
| -0.0499 | -0.88 |
Estimation Period:
Sep 26, 1996 to Feb 13, 2026
Sep 26, 1996 to Feb 13, 2026
News Impact Curve
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