V-Lab: Marriott International Inc/MD MF2-GARCH Volatility Analysis

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V-Lab

Marriott International Inc/MD MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:24.17% (-0.65%)

Analysis last updated: Friday, April 26, 2024 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0253	10.54
$β$	0.8904	250.31
$γ$	0.0892	19.93
$λ_{1}$	0.0413	5.84
$λ_{2}$	0.0538	6.96
$λ_{3}$	0.9357	98.27

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

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