V-Lab: Expeditors International of Washington Inc MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Expeditors International of Washington Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:21.25% (-0.51%)

Analysis last updated: Thursday, May 9, 2024 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0493	14.58
$β$	0.8326	123.57
$γ$	0.0577	10.99
$λ_{1}$	0.0120	2.52
$λ_{2}$	0.0204	4.62
$λ_{3}$	0.9768	192.75

Estimation Period:
Jan 2, 1990 to May 3, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts