V-Lab
V-Lab
Gap Inc/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:46.02% (+0.06%)

Analysis last updated: Friday, May 3, 2024 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gap Inc/The GJR-GARCH
paramt-stat
ω0.02726.79
α0.012710.59
β0.9779975.91
γ0.01235.98
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts