V-Lab: Marriott International Inc/MD AGARCH Volatility Analysis

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V-Lab

Marriott International Inc/MD AGARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:21.93% (-0.76%)

Analysis last updated: Thursday, May 9, 2024 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0337	6.53
$α$	0.0669	29.52
$β$	0.9175	382.77
$γ$	0.7436	14.04

Estimation Period:
Oct 13, 1993 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts