Marriott International Inc/MD GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
23.75%
decreased by 0.53%
1 Week
24.06%
decreased by 0.22%
1 Month
25.19%
increased by 0.91%
Analysis last updated: Tuesday, June 16, 2026 at 09:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0560 | 16.74 | |
| 0.0253 | 11.27 | |
| 0.9272 | 445.12 | |
| 0.0717 | 11.79 |
Estimation Period:
Oct 13, 1993 to Jun 12, 2026
Oct 13, 1993 to Jun 12, 2026
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