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

V-Lab

| |

V-Lab

Marriott International Inc/MD APARCH Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:22.37% (-0.37%)

Analysis last updated: Friday, May 10, 2024 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0330	19.95
$α$	0.0675	32.24
$β$	0.9325	453.32
$γ$	0.5359	16.57
$δ$	0.9210	20.59

Estimation Period:
Oct 13, 1993 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts