Marriott International Inc/MD GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.19% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0568 | 16.69 | |
| 0.0263 | 11.09 | |
| 0.9255 | 432.09 | |
| 0.0725 | 11.56 |
Estimation Period:
Oct 13, 1993 to Feb 6, 2026
Oct 13, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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