Marriott International Inc/MD GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
24.13%
decreased by 0.58%
1 Week
24.43%
decreased by 0.28%
1 Month
25.51%
increased by 0.80%
Analysis last updated: Monday, June 8, 2026 at 09:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0560 | 16.73 | |
| 0.0253 | 11.27 | |
| 0.9272 | 445.12 | |
| 0.0717 | 11.78 |
Estimation Period:
Oct 13, 1993 to Jun 5, 2026
Oct 13, 1993 to Jun 5, 2026
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