V-Lab
V-Lab
Gap Inc/The APARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:46.97% (-0.45%)

Analysis last updated: Thursday, May 16, 2024 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gap Inc/The APARCH
paramt-stat
ω0.020511.32
α0.028417.19
β0.9716643.42
γ0.492410.45
δ0.959222.30
Estimation Period:
Jan 2, 1990 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts