Ralph Lauren Corp EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
42.23%
decreased by 0.47%
1 Week
42.36%
decreased by 0.34%
1 Month
42.87%
increased by 0.17%
Analysis last updated: Saturday, June 13, 2026 at 12:24 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0300 | 8.89 | |
| 0.0845 | 22.09 | |
| 0.9864 | 807.16 | |
| -0.0420 | -13.67 |
Estimation Period:
Jun 12, 1997 to Jun 12, 2026
Jun 12, 1997 to Jun 12, 2026
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