V-Lab
V-Lab
FedEx Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 24th, 2025:35.05% (+3.39%)

Analysis last updated: Friday, February 21, 2025 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FedEx Corp GJR-GARCH
paramt-stat
ω0.01749.16
α0.00899.34
β0.97561204.43
γ0.023912.74
Estimation Period:
Jan 2, 1990 to Feb 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts