V-Lab: Marriott International Inc/MD APARCH Volatility Analysis

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V-Lab

Marriott International Inc/MD APARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:25.19% (-0.41%)

Analysis last updated: Friday, April 26, 2024 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0330	20.03
$α$	0.0675	32.37
$β$	0.9325	453.76
$γ$	0.5401	16.64
$δ$	0.9147	20.60

Estimation Period:
Oct 13, 1993 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts