Ralph Lauren Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.76% (-2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0243 | 6.91 | |
| 0.1326 | 5.52 | |
| 0.7175 | 19.60 | |
| -0.0468 | -0.68 | |
| -0.0383 | -0.38 | |
| 0.1970 | 2.80 | |
| -0.1086 | -1.80 | |
| -0.1290 | -2.28 | |
| 0.2870 | 3.48 | |
| -0.2505 | -2.01 | |
| 0.1396 | 1.07 | |
| -0.1227 | -1.32 | |
| 0.1108 | 2.04 |
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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