Ralph Lauren Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.86% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0930 | 11.62 | |
| 0.0138 | 12.41 | |
| 0.9472 | 438.50 | |
| 0.0506 | 11.36 |
Estimation Period:
Jun 12, 1997 to Feb 6, 2026
Jun 12, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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