VF Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.11% (-1.27%)
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
Volatility Forecasts
Other GJR-GARCH Analyses on Equities