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 Thursday, May 9th, 2024:38.17% (-2.40%)

Analysis last updated: Wednesday, May 8, 2024 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0425	9.40
$β$	0.7386	56.19
$γ$	0.0744	8.81
$λ_{1}$	0.0294	0.77
$λ_{2}$	0.0281	1.21
$λ_{3}$	0.9641	29.75

Estimation Period:
Oct 16, 1997 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts