V-Lab: Ralph Lauren Corp MF2-GARCH Volatility Analysis

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V-Lab

Ralph Lauren Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:32.68% (-0.01%)

Analysis last updated: Friday, May 17, 2024 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.1087	15.34
$β$	0.6301	55.14
$γ$	0.0691	6.54
$λ_{1}$	0.0771	0.89
$λ_{2}$	0.0293	2.06
$λ_{3}$	0.9582	37.01

Estimation Period:
Jun 12, 1997 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts