VF Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:38.71% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0467 | 11.89 | |
| 0.0163 | 12.09 | |
| 0.9382 | 537.03 | |
| 0.0721 | 18.74 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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