V-Lab: JB Hunt Transport Services Inc Asy. MEM Volatility Analysis

V-Lab

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V-Lab

JB Hunt Transport Services Inc Asy. MEM Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:32.18% (-1.63%)

Analysis last updated: Thursday, April 25, 2024 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0514	21.62
$α$	0.0970	30.84
$β$	0.8765	432.83
$γ$	0.0398	7.66

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts