V-Lab
V-Lab
FedEx Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:26.99% (-0.21%)

Analysis last updated: Friday, April 19, 2024 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FedEx Corp GJR-GARCH
paramt-stat
ω0.01798.13
α0.00919.39
β0.97251144.06
γ0.030013.77
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts