FedEx Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.20% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 9.45 | |
| 0.0087 | 9.22 | |
| 0.9749 | 1,206.51 | |
| 0.0250 | 12.99 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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