VF Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
42.13%
decreased by 1.15%
1 Week
42.02%
decreased by 1.26%
1 Month
41.59%
decreased by 1.69%
Analysis last updated: Saturday, June 13, 2026 at 12:31 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0447 | 11.70 | |
| 0.0164 | 12.32 | |
| 0.9400 | 552.61 | |
| 0.0692 | 18.50 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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