Gap Inc/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.28% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0285 | 7.92 | |
| 0.0152 | 11.48 | |
| 0.9767 | 1,023.81 | |
| 0.0096 | 4.50 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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