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

V-Lab

| |

V-Lab

Ralph Lauren Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:27.00% (+0.42%)

Analysis last updated: Friday, May 17, 2024 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9972	7.45
$α$	0.1335	4.94
$β$	0.7004	16.41
$γ_{1}$	-0.0690	-1.48
$γ_{2}$	0.0255	0.39
$γ_{3}$	0.1773	3.99
$γ_{4}$	-0.2842	-6.04
$γ_{5}$	0.2621	4.20
$γ_{6}$	-0.1451	-1.64
$γ_{7}$	0.0407	0.43
$γ_{8}$	-0.0632	-0.49

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts