V-Lab
V-Lab
FedEx Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 9th, 2025:24.23% (-0.80%)

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 MF2-GARCH
paramt-stat
m66
α0.00000.01
β0.748132.22
γ0.07365.41
λ10.18870.26
λ20.25530.31
λ30.70040.70
Estimation Period:
Jan 2, 1990 to Jan 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts