V-Lab: CH Robinson Worldwide Inc MF2-GARCH Volatility Analysis

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V-Lab

CH Robinson Worldwide Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:27.88% (-0.44%)

Analysis last updated: Friday, April 26, 2024 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0418	9.33
$β$	0.7410	59.94
$γ$	0.0796	9.72
$λ_{1}$	0.0259	0.84
$λ_{2}$	0.0248	1.37
$λ_{3}$	0.9681	37.87

Estimation Period:
Oct 16, 1997 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts