Ralph Lauren Corp GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
38.62%
increased by 0.24%
1 Week
38.71%
increased by 0.33%
1 Month
39.02%
increased by 0.64%
Analysis last updated: Tuesday, June 9, 2026 at 09:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0916 | 11.52 | |
| 0.0124 | 11.72 | |
| 0.9481 | 450.21 | |
| 0.0525 | 11.96 |
Estimation Period:
Jun 12, 1997 to Jun 5, 2026
Jun 12, 1997 to Jun 5, 2026
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