Gap Inc/The GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
58.29%
decreased by 0.50%
1 Week
58.23%
decreased by 0.56%
1 Month
58.02%
decreased by 0.77%
Analysis last updated: Tuesday, June 9, 2026 at 09:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 7.79 | |
| 0.0150 | 11.56 | |
| 0.9777 | 1,066.17 | |
| 0.0089 | 4.28 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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