Abercrombie & Fitch Co Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:68.05% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2071 | 5.86 | |
| 0.0683 | 5.10 | |
| 0.8026 | 20.31 | |
| 0.2006 | 3.14 | |
| -0.3952 | -4.10 | |
| 0.2883 | 4.03 | |
| -0.0328 | -0.54 | |
| -0.1322 | -1.90 | |
| 0.0836 | 0.84 | |
| 0.0352 | 0.32 | |
| -0.1068 | -1.10 | |
| 0.0719 | 0.81 | |
| 0.0440 | 0.29 |
Estimation Period:
Sep 26, 1996 to Feb 13, 2026
Sep 26, 1996 to Feb 13, 2026
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