VF Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:44.46% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0467 | 11.89 | |
| 0.0164 | 12.13 | |
| 0.9381 | 536.37 | |
| 0.0721 | 18.73 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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