V-Lab
V-Lab
FedEx Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 9th, 2025:31.70% (-0.33%)

Analysis last updated: Wednesday, January 8, 2025 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FedEx Corp GJR-GARCH
paramt-stat
ω0.01759.17
α0.00899.34
β0.97551192.49
γ0.024012.70
Estimation Period:
Jan 2, 1990 to Jan 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts