FedEx Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.65% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 9.47 | |
| 0.0086 | 9.19 | |
| 0.9749 | 1,208.01 | |
| 0.0251 | 13.04 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities