V-Lab: Marriott International Inc/MD MF2-GARCH Volatility Analysis

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V-Lab

Marriott International Inc/MD MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:21.32% (-0.41%)

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
$m$	126
$α$	0.0254	10.58
$β$	0.8903	250.02
$γ$	0.0890	19.89
$λ_{1}$	0.0413	5.84
$λ_{2}$	0.0540	6.98
$λ_{3}$	0.9355	98.05

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts