Genuine Parts Co MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
37.65%
increased by 20.07%
1 Week
4,474,825,261,392.90%
increased by 4,474,825,261,375.32%
1 Month
10,889,521,752,583,996,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 10,889,521,752,583,996,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Tuesday, June 9, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0006 | 5,920.00 | |
| -0.0012 | -11,630.00 | |
| 1.8547 | 18,546,590.00 | |
| 0.0388 | 387,730.00 | |
| 0.0011 | 11,020.00 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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